Denis Talay

D. T. · D. Talay

title ISBN-13year of publica-
tion
other author(s)
Monte Carlo and Quasi-Monte Carlo Methods 2004
978-3-540-25541-32005Harald Niederreiter
Numerical Methods in Finance
978-0-521-57354-21997L.C.G. Rogers · H.K. Moffatt
Probabilistic Models for Nonlinear Partial Differential Equations: Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo ... May 22 - 30, 1995
978-3-540-61397-82009Luciano Tubaro
Simulation stochastique et méthodes de Monte-Carlo 978-2-7302-1582-42011Carl Graham
Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation
978-3-642-39362-42013   "
Understanding Numerical Analysis for Option Pricing
978-0-521-62114-42020Bernard Lapeyre · Agnes Sulem

Cambridge University Press · Editions de l'école polytechnique · Springer

 

Denis Tallon