Bernard Lapeyre

5 books • 4 series

Jun 1, 2020
Cover of Understanding Numerical Analysis for Option Pricing

Understanding Numerical Analysis for Option Pricing

Jan 1, 2011
Cover of Introduction to Stochastic Calculus Applied to Finance, Second Edition

Introduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman & Hall/CRC Financial Mathematics)

Jul 24, 2003
Cover of Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics, #6)

Oct 31, 1997
Cover of Methodes de Monte-Carlo pour les equations de transport et de diffusion

Methodes de Monte-Carlo pour les equations de transport et de diffusion (Mathematiques Et Applications, #29) (Mathimatiques Et Applications, #29)

Jun 1, 1996
Cover of Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance (Chapman & Hall/CRC Financial Mathematics)