Nicolas Merener
发表
Paul Glasserman,
Nicolas Merener,
2003,
Finance Stochastics.
Nicolas Merener,
Ramiro Moyano,
Nicolás E. Stier Moses,
2016,
J. Oper. Res. Soc..
Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities
Paul Glasserman,
Nicolas Merener,
P. Glasserman,
2004,
Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.