Concepedia
Statistics
Publications
2
Citations
87
H-Index
Active since
2001
Affiliations
CERMICS(Current)
E. Temam is an author at CERMICS specializing in option pricing, option pricing models, and finance.
Publications per year
2001–2001
Discrete time hedging errors for options with irregular payoffs
Emmanuel Gobet, E. Temam · Finance and Stochastics · 2001 · 70 citations
Business, Finance, Financial Management +13
Competitive Monte Carlo methods for the pricing of Asian options
Bernard Lapeyre, E. Temam · The Journal of Computational Finance · 2001 · 17 citations
Business, Economics, Finance +15
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