A mixed PDE/Monte-Carlo method for stochastic volatility models

Grégoire Loeper; Olivier Pironneau

Comptes Rendus. Mathématique, Volume 347 (2009) p. 559-563

Dupire-like identities for complex options

Olivier Pironneau

Comptes Rendus. Mathématique, Volume 344 (2007) p. 127-133

A vector Hamilton–Jacobi formulation for the numerical simulation of Euler flows

Philippe Hoch; Olivier Pironneau

Comptes Rendus. Mathématique, Volume 342 (2006) p. 151-156

A formalism for the differentiation of conservation laws

Claude Bardos; Olivier Pironneau

Comptes Rendus. Mathématique, Volume 335 (2002) p. 839-845

Derivative with respect to discontinuities in the porosity

Christine Bernardi; Olivier Pironneau

Comptes Rendus. Mathématique, Volume 335 (2002) p. 661-666