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Victor Reutenauer

  1. An unbiased Monte Carlo estimator for derivatives. Application to CIR
    2016/09/23 by Victor Reutenauer, Reutenauer, Victor, Étienne Tanré +2 · 1 citation
    Decision Sciences · Earth and Planetary Sciences · Mathematics · #60J60 #65C05 #FOS: Mathematics #Meteorological Phenomena and Simulations #Probability (math.PR) #Scientific Measurement and Uncertainty Evaluation #Simulation Techniques and Applications #math.PR #msc:60J60 #msc:65C05