Centres, groups and other initiatives

Center for Applied Mathematics and Operations Research

AMOR aims to be a leading research center for curiosity driven, groundbreaking and innovative research at the intersection of applied mathematics, artificial intelligence (AI), statistics, and operational challenges in business and industry.

2025

Friday, February 14, 2025 - A New Approach to Approximating Fair Prices of Complex Financial Products
Pricing complex derivatives remains a key challenge in financial mathematics. These instruments, often used to hedge risk, have intricate, path-dependent payoffs that make traditional pricing methods computationally intensive and analytically complex.