Showing 1 - 5 results of 5 for search 'Chassagneux Jean-François', query time: 0.04s Refine Results
  1. 1
    Editorial CEMRACS 2017 – Numerical methods for stochastic models: control, uncertainty quantification, mean-field
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    Article
  2. 2
    A sparse grid approach to balance sheet risk measurement
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    Article
  3. 3
    Cemracs 2017: numerical probabilistic approach to MFG
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    Article
  4. 4
    A contribution in hedging and portfolio optimisation under weak stochastic target constraints
    by Bouveret, Géraldine
    Published 2016
    Other Authors: “...Chassagneux, Jean-Francois ; Brigo, Damiano...”
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  5. 5
    Numerical schemes and Monte Carlo techniques for Greeks in stochastic volatility models
    by Mihaylov, Ivo
    Published 2015
    Other Authors: “...Chassagneux, Jean-Francois ; Jacquier, Antoine...”
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