M. Bossy

“Gridifying” classification-Monte Carlo algorithm for pricing high-dimensional Bermudan-American options

Viet Dung Doan, A. Gaikwad, F. Baude, 2008, 2008 Workshop on High Performance Computational Finance.

A stochastic particle method for McKean-Vlasov PDE's and the Burgers equation

D. Talay, M. Bossy, 1996 .

Stochastic particle method applied to local wind simulation

A. Rousseau, M. Bossy, P. Drobinski, 2007, 2007 International Conference on Clean Electrical Power.