Showing 1 - 2 results of 2 for search 'Alfonsi Aurélien', query time: 0.03s Refine Results
  1. 1
    Modélisation en risque de crédit. Calibration et discrétisation de modèles financiers
    by Alfonsi, Aurélien
    Published 2006
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  2. 2
    On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter
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