Skip to Main content Skip to Navigation

hal-01667057v1  Journal articles
Bernard LapeyreEmmanuel Temam. Competitive Monte Carlo methods for the pricing of Asian options
The Journal of Computational Finance, Incisive Media, 2001, 5 (1), pp.39 - 57. ⟨10.21314/JCF.2001.061⟩
hal-00448864v2  Journal articles
Bernard LapeyreJérôme Lelong. A framework for adaptive Monte-Carlo procedures
Monte Carlo Methods and Applications, De Gruyter, 2011, 17 (1), pp.77-98. ⟨10.1515/MCMA.2011.002⟩