Victor Reutenauer

Available identifiers

zbMath Open reutenauer.victorMaRDI QIDQ3451722

List of research outcomes

Publication	Date of Publication	Type
Liquidity costs: a new numerical methodology and an empirical study	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	2015-11-17	Paper

Research outcomes over time

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