Home

Publications

Export 1 results:
Sort by: Author Title Type [ Year (Desc)]
Filters: Author is Sandrine Bouthemy  [Clear All Filters]
2009
Olivier Bardou, Sandrine Bouthemy, and Gilles Pagès, "Optimal quantization for the pricing of swing options", Applied Mathematical Finance, vol. 16, issue 2, pp. 183-217, 2009. Abstract