Numerical methods in finance

René Carmona (1) , Pierre del Moral (2, 3) , P. Hu (3) , Nadia Oudjane (4, 5)

1 ORFE, Bendheim Center for Finance
2 IMB - Institut de Mathématiques de Bordeaux
3 ALEA - Advanced Learning Evolutionary Algorithms
4 LAGA - Laboratoire Analyse, Géométrie et Applications
5 EDF - EDF

Domaines: Applications [stat.AP]

René Carmona, Pierre del Moral, P. Hu, Nadia Oudjane (Dir.). Numerical methods in finance. Springer. Springer, 12, 471 p., 2012, Proceedings in mathematics, ⟨10.1007/978-3-642-25746-9⟩. ⟨hal-00641465⟩