Concepedia

Didier Martineau

DM

Statistics

Publications

2

Citations

371

H-Index

2

Active since

1995

Affiliations

Robinson Brothers (United Kingdom)(Current)

Didier Martineau is an author at Robinson Brothers (United Kingdom) specializing in economics, monte carlo methods, and option pricing algorithms.

Publications per year

1995–1998

2

Publications

2

Numerical Valuation of High Dimensional Multivariate American Securities

Jérôme Barraquand, Didier Martineau · Journal of Financial and Quantitative Analysis · 1995 · 336 citations

, , +17

Numerical Valuation of High Dimensional Multivariate American Securities

Jerome Barraguand, Didier Martineau · SSRN Electronic Journal · 1998 · 35 citations · Full text

, , +17

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