| On the concentration properties of interacting particle processes P Del Moral, P Hu, L Wu Foundations and Trends® in Machine Learning 3 (3–4), 225-389, 2012 | 38 | 2012 |
| An introduction to particle methods with financial applications R Carmona, P Del Moral, P Hu, N Oudjane Numerical Methods in Finance: Bordeaux, June 2010, 3-49, 2012 | 30 | 2012 |
| Numerical methods in finance: Bordeaux, June 2010 R Carmona, P Del Moral, P Hu, N Oudjane Springer Science & Business Media, 2012 | 23 | 2012 |
| On the Robustness of the Snell envelope P Del Moral, P Hu, N Oudjane, B Rémillard SIAM Journal on Financial Mathematics 2 (1), 587-626, 2011 | 15 | 2011 |
| Snell envelope with small probability criteria P Del Moral, P Hu, N Oudjane Applied Mathematics & Optimization 66, 309-330, 2012 | 6 | 2012 |
| Numerical Methods in Finance C Bender, J Steiner, RA Carmona, P Del Moral, P Hu, N Oudjane Springer-Verlag, Berlin, Germany 12, 257-289, 2010 | 3 | 2010 |
| Méthodes particulaires et applications en finance P Hu Bordeaux 1, 2012 | | 2012 |
| Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 1. P del Moral, P Hu, D Weng | | 2010 |
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestVerified email at inria.fr
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestVerified email at inria.fr