Projects per year
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Profiles
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Hasan Fallahgoul
- School of Mathematics - Senior Lecturer
- Centre for Quantitative Finance and Investment Strategies
- Monash Data Futures Institute
Person: Academic, Research
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Integrating energy storage into the NEM: Bidding, clearing, settlement, dispatch and ancillary markets
Roger, G., Rieger, J., Guo, I., Goeree, J., Karaduman, O. & Pandey, S.
2/03/22 → 30/03/24
Project: Research
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Data61 CRP #46 - Risklab Projects - Mathematical Sciences (Hamza) 2020-22
Zhu, Z., Guo, I., Hamza, K., Klebaner, F., Lee, G., Dong, W., Langrené, N. & Knight, K.
1/07/20 → 30/06/23
Project: Research
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Development of efficient computational techniques for convection-diffusion-reaction type problems in econophysics
Mishra, C., Mishra, M., Loeper, G. & Guo, I.
25/06/19 → 24/06/21
Project: Research
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Forward-backward stochastic equations: a functional fixed point approach
Nam, K. & Xu, Y., Oct 2021, (Accepted/In press) In: Stochastic Analysis and Applications. 29 p.Research output: Contribution to journal › Article › Research › peer-review
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Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach
Nam, K., Nov 2021, In: Stochastic Processes and their Applications. 141, p. 376-411 36 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Markovian approximation of the rough bergomi model for Monte Carlo option pricing
Zhu, Q., Loeper, G., Chen, W. M. & Langrené, N., 1 Mar 2021, In: Mathematics. 9, 5, 21 p., 528.Research output: Contribution to journal › Article › Research › peer-review
Open Access
Press / Media
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Alessio Figalli's Fields Medal and Optimal Transport
28/08/18
1 Media contribution
Press/Media: Expert Comment