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Numerical integration of dynamical systems with Lie series
The original publication is available at www.springerlink.com -
Intrinsic stationarity for vector quantization: Foundation of dual quantization
International audience -
Multiple-Precision Correctly Rounded Gauss-Legendre Quadrature
Numerical integration is an operation that is frequently available in multiple precision numerical software packages. The different quadrature schemes used are... -
On the numerical integration of rate independent single crystal behavior at l...
International audience -
Correctly Rounded Newton-Cotes Quadrature
Numerical integration is an important operation for scientific computations. Although the different quadrature methods have been well studied from a mathematical point... -
An implicit integration procedure for an elasto-viscoplastic model and its ap...
International audience -
Pricing and hedging american strangles with finite maturity
This dataset has no description
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Window double barrier options
International audience -
Discretely monitored lookback and barrier options : a semi-analytical approach
All the explicit formulae for the valuation of lookback and barrier options available in the financial literature assume continuous monitoring of the underlying asset....
