Home

Publications

Export 3 results:
Sort by: Author Title Type [ Year (Desc)]
Filters: Keyword is Filtering  [Clear All Filters]
2010
Afef Sellami, "Quantization based filtering method using first order approximation", SIAM journal on numerical analysis, vol. 47, issue 6, pp. 4711-4734 , 2010. Abstract
2009
Giorgia Callegaro, and Abass Sagna, An application to credit risk of a hybrid Monte Carlo-Optimal quantization method, , 2009. Abstract
2005
Afef Sellami, "Méthodes de quantification optimale pour le filtrage et applications à la finance", Applied mathematics: Université Paris Dauphine, 2005. Abstract  Download: PhD_AfefSELLAMI.pdf (1.35 MB)Introduction_Sellami.pdf (248.72 KB)