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Jérôme Lelong · Study

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Jérôme Lelong

3 works· latest 2011· 1 institutionscluster: provisionalORCID 0000-0002-3377-3726

h-index3

i103

Citations71

Works here3

09

11

Most cited in this library

PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS2009 · 28 citations
A framework for adaptive Monte Carlo procedures2011 · 23 citations
A framework for adaptive Monte Carlo procedures2011 · 20 citations

Works

3 shown

A framework for adaptive Monte Carlo procedures

HAL·2011·2 authors

23citations

A framework for adaptive Monte Carlo procedures

Monte Carlo Methods and Applications·2011·2 authors·Open access

20citations

PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS

International Journal of Theoretical and Applied Finance·2009·2 authors·Open access

28citations