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Thibaut Montes
Thibaut Montes
PhD Candidate, LPSM, Sorbonne University
在 lpsm.paris 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization
V Lemaire, T Montes, G Pagès
Quantitative Finance, 2020
142020
New Weak Error bounds and expansions for Optimal Quantization
V Lemaire, T Montes, G Pagès
Journal of Computational and Applied Mathematics 371 (June 2020), 2019
82019
Numerical methods by optimal quantization in finance
T Montes
Sorbonne université, 2020
42020
Quantization-based Bermudan option pricing in the world
JM Fayolle, V Lemaire, T Montes
Journal of Computational Finance 25 (2), 87-129, 2019
32019
Méthodes numériques par quantification optimale en finance
T Montes
2020
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