Nonlinear Monte Carlo schemes for counterparty risk on credit derivatives
1 : Département de Mathématiques [Evry]
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Website
Université d'Evry-Val d'Essonne
Bâtiment I.B.G.B.I., 3ème étage, 23 Bd. de France, 91037 EVRY CEDEX -
France
| Subject : | : | Invited talk in mini-symposium |
| Topics | : | Non linear finance and Nested Monte Carlo |
| PDF version | : |  PDF version |
- Presentation
