The following pages link to Florian Bourgey (Q777906):
Displaying 4 items.
- Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908) (← links)
- A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions (Q5052907) (← links)
- Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model (Q5144186) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
