| 2008 |
|---|
| 4 | EE | Mireille Bossy,
Françoise Baude,
Viet Dung Doan,
Abhijeet Gaikwad,
Ian Stokes-Rees:
Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods
CoRR abs/0805.1827: (2008) |
| 2006 |
|---|
| 3 | EE | Sebastien Bezzine,
Virginie Galtier,
Stéphane Vialle,
Françoise Baude,
Mireille Bossy,
Viet Dung Doan,
Ludovic Henrio:
A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance.
e-Science 2006: 49 |
| 2004 |
|---|
| 2 | | Mireille Bossy:
Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws.
Math. Comput. 73(246): 777-812 (2004) |
| 1997 |
|---|
| 1 | | Mireille Bossy,
Denis Talay:
A stochastic particle method for the McKean-Vlasov and the Burgers equation.
Math. Comput. 66(217): 157-192 (1997) |
