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Denis Talay
Author
Born: 1955 (age 68 years)
D. TALAY. Singular stochastic computational models, stochastic analysis, PDE analysis, and numerics. Proc. International Congress of Mathematicians, Seoul, 2014 ...
We study a strategy for the trader which, in a sense, guarantees good performances whatever is the unknown model for the assets of his/her portfolio. The trader ...
Sep 27, 2023 · List of computer science publications by Denis Talay.
Denis Talay · Review and description of "Finite Markov chains and algorithmic applications" by O. · A stochastic particle method for the McKean-Vlasov and the ...
Dec 31, 2023 · Ph.D. Université de Provence - Aix-Marseille I 1982.
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