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Un cadre pour les méthodes de Monte Carlo adaptatives

Jérôme Lelong 1 
1 MATHFI - Mathématiques financières
LJK - Laboratoire Jean Kuntzmann
Abstract : Adaptive Monte Carlo methods are powerful variance reduction techniques.
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https://hal.inria.fr/inria-00510322
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Submitted on : Wednesday, August 18, 2010 - 9:33:05 AM
Last modification on : Tuesday, October 19, 2021 - 11:13:11 PM
Long-term archiving on: : Friday, November 19, 2010 - 2:28:34 AM

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Jérôme Lelong. Un cadre pour les méthodes de Monte Carlo adaptatives. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France. ⟨inria-00510322⟩

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