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Tags: Stochastic analysis and finance and insurance and risk


View all works in Cristin

  • Bachouch, Achref (2018). Longstaf-Schwarz algorithm for the valuation of American-Bermuda options.
  • Bachouch, Achref (2017). Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.

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Published May 30, 2017 1:50 PM - Last modified Nov. 6, 2018 2:44 PM


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