Victor Reutenauer

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Papers (2)

1. An unbiased Monte Carlo estimator for derivatives. Application to CIR math.PR · 2016 · author #1
2. Liquidity costs: a new numerical methodology and an empirical study q-fin.CP · 2015 · author #2

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Frequent Coauthors

• Etienne Tanr\'e 2 shared papers
• Christophe Michel 1 shared papers
• Denis Talay 1 shared papers