Economy – Quantitative Finance – Computational Finance
Scientist
Economy
Quantitative Finance
Computational Finance
Scientist
LJK
CERMICS
A framework for adaptive Monte-Carlo procedures
A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options
Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions
Asymptotic normality of randomly truncated stochastic algorithms
Asymptotic normality of randomly truncated stochastic algorithms
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