Patrice Gaillardetz

According to our database, Patrice Gaillardetz authored at least 2 papers between 2015 and 2020.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2020

Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale.

Nicolas Essis-Breton, Patrice Gaillardetz

CoRR, 2020

2015

Simulating from the Heston model: A gamma approximation scheme.

Jean-François Bégin, Mylène Bédard, Patrice Gaillardetz

Monte Carlo Methods Appl., 2015