Guillaume Sall

According to our database¹, Guillaume Sall authored at least 3 papers between 2016 and 2018.

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2018

The Parareal Algorithm for American Options.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2018

2017

Quelques algorithmes rapides pour la finance quantitative. (Some fast algorithms for quantitative finance).

[BibT_eX]

[DOI]

PhD thesis, 2017

2016

Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options.

[BibT_eX]

[DOI]

CoRR, 2016