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Dernières publications
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Christophe Barrera-Esteve, Florent Bergeret, Charles H Dossal, Emmanuel Gobet, Asma Meziou, et al.. Numerical methods for the pricing of Swing options: a stochastic control approach. Methodology and Computing in Applied Probability, 2006, Methodology and Computing in Applied Probability, 8 (4), pp.517-540. ⟨10.1007/s11009-006-0427-8⟩. ⟨inria-00117175⟩