Hugues Langlois
Publications
jan. 2012
Optimal hedging of American options in discrete time
Bruno Rémillard, Alexandre Hocquard, Hugues Langlois et Nicolas Papageorgiou
R. Carmona, P. del Moral, P. Hu and N. Oudjane, Numerical Methods in Finance, 12, Springer New York, 145–170, 2012
référence BibTeX