The following pages link to Victor Reutenauer (Q3451722):
Displayed 3 items.
- On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
- Liquidity Costs: A New Numerical Methodology and an Empirical Study (Q4682700) (← links)
- An unbiased Monte Carlo estimator for derivatives. Application to CIR (Q6277861) (← links)