Guillaume Sall

Publication Activity (10 Years)

Years Active: 2016-2018
Publications (10 Years): 2

Top Topics

Tensor Analysis

Zernike Moments

Selection Algorithm

Top Venues

SIAM J. Financial Math.

Pierre and Marie Curie University, Paris, France (PHD)

Education History

Pierre and Marie Curie University, Paris, France

PHD

Publications

Gilles Pagès, Olivier Pironneau, Guillaume Sall
The Parareal Algorithm for American Options. SIAM J. Financial Math. 9 (3) (2018)
Gilles Pagès, Olivier Pironneau, Guillaume Sall
Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options. CoRR (2016)