• Foundations: Multilevel Monte Carlo Methods for Applications in Finance (Mike Giles and Lukasz Szpruch); Convergence of Numerical Methods for SDEs in Finance (Peter Kloeden and Andreas Neuenkirch); Inverse Problems in Finance (J Baumeister); Asymptotic and Non Asymptotic Approximations for Option Valuation (R Bompis and E Gobet); Algorithms: Discretization of Backward Stochastic Volterra Integral Equations (Christian Bender and Stanislav Pokalyuk); Semi-Lagrangian Schemes for Parabolic Equations (Kristian Debrabant and Espen Robstad Jakobsen); Derivative-Free Weak Approximation Methods for Stochastic Differential Equations (Kristian Debrabant and Andreas Roβler); Wavelet Solution of Degenerate Kolmogoroff Forward Equations (Oleg Reichmann and Christoph Schwab); Randomized Multilevel Quasi-Monte Carlo Path Simulation (Thomas Gerstner and Marco Noll); Applications: Drift-Free Simulation Methods for Pricing Cross-Market Derivatives with LMM (J L Fernandez, M R Nogueiras, M Pou and C Vazquez); Application of Simplest Random Walk Algorithms for Pricing Barrier Options (M Krivko and M V Tretyakov); Coupling Local Currency Libor Models to FX Libor Models (John Schoenmakers); Dimension-Wise Decompositions and Their Efficient Parallelization (Philipp Schroder, Peter Mlynczak and Gabriel Wittum).

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