Vlad Bally

According to our database1, Vlad Bally authored at least 4 papers between 1996 and 2011.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

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Bibliography

2011
Some estimates in extended stochastic volatility models of Heston type.
Risk Decis. Anal., 2011

2005
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach.
Monte Carlo Methods Appl., 2005

2001
A stochastic quantization method for nonlinear problems.
Monte Carlo Methods Appl., 2001

1996
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density.
Monte Carlo Methods Appl., 1996


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