The following pages link to Anne Laure Bronstein (Q370905):
Displaying 4 items.
- Multi-asset American options and parallel quantization (Q370907) (← links)
- How to speed up the quantization tree algorithm with an application to swing options (Q2994841) (← links)
- Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function (Q5441517) (← links)
- Sequential entry and exit decisions with an ergodic performance criterion (Q5485918) (← links)
