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Alfonsi Aurélien
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Alfonsi Aurélien
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Alfonsi Aurélien
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1
Modélisation en risque de crédit. Calibration et discrétisation de modèles financiers
by
Alfonsi
,
Aurélien
Published 2006
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2
On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter
by
Alfonsi
Aurélien
,
Jourdain Benjamin
,
Laruelle Sophie
,
Niklitschek-Soto Sebastian
,
Reutenauer Victor
Published 2014-01-01
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