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Chapter (Report)
2014

Mixing Monte-Carlo and Partial Differential Equations for Pricing Options

Lipp, T., Loeper, G. & Pironneau, O., 2014, Partial Differential Equations: Theory, Control and Approximation. Ciarlet, P. G., Li, T. & Maday, Y. (eds.). Heidelberg Germany: Springer-Verlag London Ltd., p. 323-347 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Report)Researchpeer-review