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Delphine David

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This is information that was supplied by Delphine David in registering through RePEc. If you are Delphine David , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Delphine
Middle Name:
Last Name: David
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RePEc Short-ID: pda393

Email: [This author has chosen not to make the email address public]
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Affiliation

Centre d'Économie de l'Université Paris-Nord
Université Paris-Nord (Paris XIII)
Location: Paris, France
Homepage: http://www.univ-paris13.fr/CEPN/cepn.htm
Email:
Phone: 01 49 40 33 18
Fax: 01 49 40 33 34
Postal: avenue J.-B. Clément - 93430 VILLETANEUSE
Handle: RePEc:edi:cep13fr (more details at EDIRC)

Works

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Articles

  1. Delphine David & Nicolas Privault, 2009. "Numerical computation of Theta in a jump-diffusion model by integration by parts," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 727-735.

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