%0 Journal Article
%A Loeper, Grégoire
%A Pironneau, Olivier
%T A mixed PDE/Monte-Carlo method for stochastic volatility models
%J Comptes Rendus. Mathématique
%D 2009
%P 559-563
%V 347
%N 9-10
%I Elsevier
%U http://www.numdam.org/articles/10.1016/j.crma.2009.02.021/
%R 10.1016/j.crma.2009.02.021
%G en
%F CRMATH_2009__347_9-10_559_0