The following pages link to Bernard Lapeyre (Q751450):
Displayed 25 items.
- Variational inequalities and the pricing of American options (Q751451) (← links)
- Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion) (Q909345) (← links)
- Monte-Carlo methods for the transport and diffusion equations (Q1374478) (← links)
- Economic scenario generators: a risk management tool for insurance (Q2094843) (← links)
- Neural network regression for Bermudan option pricing (Q2239248) (← links)
- Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
- CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION (Q3100993) (← links)
- A framework for adaptive Monte Carlo procedures (Q3168631) (← links)
- Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm (Q3484222) (← links)
- (Q3750733) (← links)
- (Q3785701) (← links)
- (Q3790764) (← links)
- (Q3831101) (← links)
- (Q4002884) (← links)
- (Q4229805) (← links)
- Hedging Index Options With Few Assets<sup>1</sup> (Q4371998) (← links)
- (Q4711792) (← links)
- A priori bound for the supremum of solutions of stable stochastic differential equations (Q4734581) (← links)
- (Q4792093) (← links)
- (Q4865494) (← links)
- American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods (Q4902223) (← links)
- A FORWARD EQUATION FOR COMPUTING DERIVATIVES EXPOSURE (Q5377005) (← links)
- (Q5754578) (← links)
- How many inner simulations to compute conditional expectations with least-square Monte Carlo? (Q6176176) (← links)
- American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods (Q6225049) (← links)