ESAIM: Proceedings and Surveys

Open Access

Thematic cycle on Monte-Carlo Techniques p. I

Bruno Bouchard, Emmanuel Gobet and Benjamin Jourdain

Published online: 08 November 2017

DOI: https://doi.org/10.1051/proc/201759000

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Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations p. 1

A. Al Gerbi, B. Jourdain and E. Clément

Published online: 08 November 2017

DOI: https://doi.org/10.1051/proc/201759001

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Open Access

Truncated control variates for weak approximation schemes p. 15

Denis Belomestny, Stefan Häfner and Mikhail Urusov

Published online: 08 November 2017

DOI: https://doi.org/10.1051/proc/201759015

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Optimal connectivity for a large financial network p. 43

Rui Chen, Andreea Minca and Agnès Sulem

Published online: 08 November 2017

DOI: https://doi.org/10.1051/proc/201759043

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Mini-symposium on automatic differentiation and its applications in the financial industry p. 56

Sébastien Geeraert, Charles-Albert Lehalle, Barak A. Pearlmutter, Olivier Pironneau and Adil Reghai

Published online: 08 November 2017

DOI: https://doi.org/10.1051/proc/201759056

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Some recent developments in Markov Chain Monte Carlo for cointegrated time series p. 76

Maciej Marowka, Gareth W. Peters, Nikolas Kantas and Guillaume Bagnarosa

Published online: 08 November 2017

DOI: https://doi.org/10.1051/proc/201759076

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A CLT for infinitely stratified estimators, with applications to debiased MLMC p. 104

Zeyu Zheng and Peter W. Glynn

Published online: 08 November 2017

DOI: https://doi.org/10.1051/proc/201759104

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