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Patrice Gaillardetz
Publication Activity (10 Years)
Years Active: 2015-2020
Publications (10 Years): 2
Top Topics
Optimization Scheme
K Nearest Neighbor
Single Pass
Regression Forests
Top Venues
CoRR
Monte Carlo Methods Appl.
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Publications
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Nicolas Essis-Breton
,
Patrice Gaillardetz
Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale.
CoRR
(2020)
Jean-François Bégin
,
Mylène Bédard
,
Patrice Gaillardetz
Simulating from the Heston model: A gamma approximation scheme.
Monte Carlo Methods Appl.
21 (3) (2015)