Victor Reutenauer
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Person:3451722
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Liquidity costs: a new numerical methodology and an empirical study Applied Mathematical Finance | 2018-09-19 | Paper |
| An unbiased Monte Carlo estimator for derivatives. Application to CIR | 2016-09-23 | Paper |
| On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter ESAIM: Proceedings | 2015-11-17 | Paper |
Research outcomes over time
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