Azmi Makhlouf

MathSciNet


Ph.D. Institut National Polytechnique de Grenoble 2009 France
Dissertation: Régularité fractionnaire et analyse stochastique de discrétisations; Algorithme adaptatif de simulation en risque de crédit
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Emmanuel Gobet

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