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AuthorCarmona, René (1)Del Moral, Pierre (1)Hu, Peng (1)Jouini, Elyès (1)Oudjane, Nadia (1)Schachermayer, Walter (1)Touzi, Nizar (1)SubjectComputational finance (1)Fatou property (1)risk measures (1)theory of interacting particle methods (1)... Plus d'optionsDate Issued2012 (1)2006 (1)Type de document
Chapitre d'ouvrage (2)

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Law Invariant Risk Measures Have the Fatou Property 

Touzi, Nizar; Schachermayer, Walter; Jouini, Elyès (2006) Chapitre d'ouvrage
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An Introduction to Particle Methods with Financial Applications 

Carmona, René; Del Moral, Pierre; Hu, Peng; Oudjane, Nadia (2012) Chapitre d'ouvrage

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