4 place Jussieu
Université Paris VI Pierre et Marie Curie
Functional Quantization, Vector Quantization, Stratification, Variance Reduction, Monte-Carlo Simulation, Karhunen-Loève Basis, Gaussian Process, Brownian Motion, Brownian Bridge, Ornstein-Uhlenbeck Process, Fractional Brownian Motion, Principal Component Analysis, Option Pricing
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Hull & White model, functional quantization, vector quantization, Karhunen‐Loève, Gaussian process, fractional Brownian motion, multifractional Brownian motion, white noise theory, S‐transform, Wick‐Itô integral, stochastic differential equations
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