Team Tosca

Members
Overall Objectives
Scientific Foundations
Application Domains
New Results
Contracts and Grants with Industry
Other Grants and Activities
Dissemination
Bibliography

Section: Contracts and Grants with Industry

Contract with Calyon

Participants : Madalina Deaconu, Samuel Herrmann, Antoine Lejay, Denis Talay, Étienne Tanré.

This contract with Calyon started on January 2007 and concerns the efficient simulation of interest rates models through Monte Carlo methods and variance reduction techniques. In particular, we are interested in using and extending the techniques of exact simulation and on the techniques of quantification coupled with Monte Carlo simulations.


previous
next

Logo Inria