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An Introduction to Particle Methods with Financial Applications
Carmona, René
;
Del Moral, Pierre
;
Hu, Peng
;
Oudjane, Nadia
-
Université Paris-Dauphine (Paris IX)
-
2012
The aim of this article is to give a general introduction to the theory of
interacting
particle
methods
, and an …
Persistent link: https://www.econbiz.de/10010706535
Saved in:
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Calculating principal eigen-functions of non-negative integral kernels : particle approximations and applications
Whiteley, Nick
;
Kantas, Nikolas
- In:
Mathematics of operations research
42
(
2017
)
4
,
pp. 1007-1034
Persistent link: https://www.econbiz.de/10011773301
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