Prof. Raul Tempone was a lecturer at the Louis Bachelier labex thematic semester on "Monte-Carlo: uncertainty quantification, particle methods, stochastic algorithms for Big Data", Nov. 13, 2015

13 November, 2015

 

 

http://www.louisbachelier.org/evenement/monte-carlo-methods-sparse-grids-in-option-pricing-of-basket-options/​