@article{CRMATH_2009__347_9-10_559_0,
     author = {Loeper, Gr\'egoire and Pironneau, Olivier},
     title = {A mixed {PDE/Monte-Carlo} method for stochastic volatility models},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {559--563},
     publisher = {Elsevier},
     volume = {347},
     number = {9-10},
     year = {2009},
     doi = {10.1016/j.crma.2009.02.021},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.crma.2009.02.021/}
}