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ESAIM: Proceedings and Surveys
Volume 59 (2017)
Thematic Cycle on Monte-Carlo techniques
October 2015 - July 2016Bruno Bouchard, Emmanuel Gobet and Benjamin Jourdain (Eds.)
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Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations p. 1
Published online: 08 November 2017
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Truncated control variates for weak approximation schemes p. 15
Published online: 08 November 2017
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Optimal connectivity for a large financial network p. 43
Published online: 08 November 2017
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Mini-symposium on automatic differentiation and its applications in the financial industry p. 56
Published online: 08 November 2017
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Some recent developments in Markov Chain Monte Carlo for cointegrated time series p. 76
Published online: 08 November 2017
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A CLT for infinitely stratified estimators, with applications to debiased MLMC p. 104
Published online: 08 November 2017