Geodesic

Thematic cycle on Monte-Carlo Techniques
p. I-II
Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations
p. 1-14
Truncated control variates for weak approximation schemes
p. 15-42
Optimal connectivity for a large financial network
p. 43-55
Mini-symposium on automatic differentiation and its applications in the financial industry
p. 56-75
Some recent developments in Markov Chain Monte Carlo for cointegrated time series
p. 76-103
A CLT for infinitely stratified estimators, with applications to debiased MLMC
p. 104-114