Book Sections Year : 2012

An Introduction to Particle Methods with Financial Applications

Pierre Del Moral  : Connect in order to contact the contributor

https://inria.hal.science/hal-00641132

Submitted on : Monday, November 14, 2011-10:56:29 PM

Last modification on : Thursday, November 28, 2024-10:50:36 AM

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hal-00641132 , version 1 (14-11-2011)

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René Carmona, Pierre del Moral, Peng Hu, Nadia Oudjane. An Introduction to Particle Methods with Financial Applications. R. Carmona and P. Del Moral and P. Hu and N. Oudjane. Numerical methods in finance, 12, Springer, pp.3-49, 2012, Proceedings in mathematics. ⟨hal-00641132⟩

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