Victor Reutenauer

Identifiers

• name variant Victor Reutenauer 0.60 · backfill

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

Mentions

• 1501.07404 #2 · backfill · confidence 0.70 Victor Reutenauer

Frequent Coauthors

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