Colloque probabilités numériquesBOULEAU, N.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, issn 0378-4754, 242 p.Conference Proceedings

Discretization of a class of reflected diffusion processesYINGJIE LIU.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 103-108, issn 0378-4754Conference Paper

Monte Carlo integration, quadratic resampling, and asset pricingBARRAQUAND, J.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 173-182, issn 0378-4754Conference Paper

Stochastic pitchfork bifurcation : numerical simulations and symbolic calculations using MAPLEKEDAI XU.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 199-209, issn 0378-4754Conference Paper

Formules quasi-explicites pour les options américaines dans un modèle de diffusion avec sauts = Quasi explicit formulas for American option pricing in a jump-diffusion modelXIAOLAN ZHANG.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 151-161, issn 0378-4754Conference Paper

Branching processes, trees and the Boltzmann equationCHAUVIN, B.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 135-141, issn 0378-4754Conference Paper

Computer simulation of diffusions driven by α-stable Lévy motionJANICKI, A.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 97-101, issn 0378-4754Conference Paper

Stochastic particle methods and approximation of the Boltzmann equationWAGNER, W.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 211-216, issn 0378-4754Conference Paper

On weak implicit and predictor-corrector methodsPLATEN, E.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 69-76, issn 0378-4754Conference Paper

Minimum distance estimation and testing for interest rate modelsFOURNIE, E.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 143-150, issn 0378-4754Conference Paper

Stability of weak numerical schemes for stochastic differential equationsHOFMANN, N.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 63-68, issn 0378-4754Conference Paper

To the parametric identification of Markov diffusions : the use of maximum quadratic variation functionalKAZIMIERCZYK, P.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 21-33, issn 0378-4754Conference Paper

Euler scheme for reflected stochastic differential equationsLEPINGLE, D.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 119-126, issn 0378-4754Conference Paper

Some problems in the simulation of nonlinear diffusion processesOGAWA, S.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 217-223, issn 0378-4754Conference Paper

Some remarks on approximation of solutions of SDE's with reflecting boundary conditionsSŁOMINSKI, L.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 109-117, issn 0378-4754Conference Paper

Equation différentielle anticipative sur une variété et approximations = Anticipating differential equation on a manifold and approximationsGRORUD, A; PONTIER, M.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 51-61, issn 0378-4754Conference Paper

A basis for iterated stochastic integralsGAINES, J. G.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 7-11, issn 0378-4754Conference Paper

A stochastic particle method for some one-dimensional nonlinear p.d.eBOSSY, M; TALAY, D.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 43-50, issn 0378-4754Conference Paper

An effective numerical method for controlled routing in large trunk line networksKUSHNER, H. J; JICHUAN YANG.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 225-239, issn 0378-4754Conference Paper

An efficient approximation method for stochastic differential equations by means of the exponential Lie seriesCASTELL, F; GAINES, J.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 13-19, issn 0378-4754Conference Paper

On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methodsLARCHER, G; SCHMID, W. C.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 127-134, issn 0378-4754Conference Paper

Study of the Kohonen network with a discrete state spaceTHIRAN, P; HASLER, M.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 189-197, issn 0378-4754Conference Paper

Résolution des équations elliptiques par la méthode du shift = Resolution of elliptic equations by the shift methodMOHAMED BEN ALAYA.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 87-96, issn 0378-4754Conference Paper

The Euler scheme for stochastic differential equations : error analysis with Malliavin calculusBALLY, V; TALAY, D.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 35-41, issn 0378-4754Conference Paper

The solving of boundary value problems by numerical integration of stochastic equationsMILSHTEIN, G. N.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 77-85, issn 0378-4754Conference Paper