Recherche
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On the Robustness of the Snell envelope
(SIAM Journal on Financial Mathematics. vol. 2, pp. 951-997, 2011)Article de revue -
On polynomial stability for skew-evolution semiflows on Banach spaces
(2010-08-30)Document de travail - Pré-publication -
An Adaptative sequential Monte Carlo method for approximate bayesian computation
(Statistics and Computing. vol. 22, n° 5, pp. 1009-1020, 2011)Article de revue -
Numerical methods in finance
(Springer, 2012)Ouvrage -
An Introduction to Particle Methods with Financial Applications
(Springer, 2012)Chapitre d'ouvrage -
Sequential Monte Carlo & genetic particle models. Theory and practice
(Chapman & Hall, 2012)Ouvrage -
Improved Collision-Correlation Power Analysis on First Order Protected AES
Communication dans un congrès -
Sur les formules asymptotiques le long des Zl-extensions
(Annales mathématiques du Québec. vol. 37, n° 1, pp. 63-78, 2013)Article de revue -
Square Always Exponentiation
Communication dans un congrès