Items where Author is "Langrené, Nicolas"

Number of items: 2.
  • A probabilistic numerical method for optimal multiple switching problems in high dimension. Aïd, René and Campi, Luciano and Langrené, Nicolas and Pham, Huyên
  • A structural risk-neutral model for pricing and hedging electricity derivatives. Aïd, René and Campi, Luciano and Langrené, Nicolas