Article published by Jan Baldeaux, Martino Grasselli and Eckhard Platen in the Journal of Banking & Finance of Elsevier in April 2015. Martino Grasselli is professor of financial engineering at ESILV and head of Devinci Research Center – Finance Group at Pôle Léonard de Vinci. This paper considers the realistic modelling of derivative contracts on exchange […]
Article published by Yann Braouezec and Cyril Grunspan in the European Journal of Operational Research of Elsevier in February 2016. Cyril Grunspan is head of financial engineering departement at ESILV and researcher of Devinci Research Center – Finance Group at Pôle Léonard de Vinci The aim of this paper is to provide a new straightforward […]
Article published by Tognevi Amen, Guerich Mohamed and Yvonnet Julien in International Journal for Numerical Methods in Engineering in February 2016. Mohamed Guerich is professor at ESILV and researcher of Devinci Research Center – Modelisation Group at Pôle Léonard de Vinci. A method is proposed to compute the response of highly heterogeneous structures by constructing […]
Ecole Supérieure d'Ingénieurs
Léonard de Vinci
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