1. C. GRAHAM, D. TALAY Stochastic Simulation and Monte Carlo Methods. Mathematical Foundations of Stochastic Simulation. Series: Stochastic Modelling and Applied Probability, Vol. 68. Springer, 2013.
  2. R. GIBSON, F-S. LHABITANT, D. TALAY. Modeling The Term Structure Of Interest Rates: A Review Of The Literature. Foundations and Trends in Finance vol. 5(1-2), Now Publisher, 2010.
  3. C. GRAHAM, D. TALAY Simulation Stochastique et Méthodes de Monte-Carlo. Éditions de l'École Polytechnique, 2011.
  4. H. NIEDERREITER, D. TALAY (Eds.) Monte Carlo and Quasi Monte Carlo Methods 2004. Springer-Verlag, 2005.
  5. C. GRAHAM, T. KURTZ, S. MELEARD, P. PROTTER, M. PULVIRENTI, D. TALAY. Probabilistic Models for Nonlinear Partial Differential Equations, Lecture Notes in Mathematics 1627, Springer-Verlag, 1996.
  6. L.C.G. ROGERS, D. TALAY (Eds.). Numerical Methods in Financial Mathematics. Cambridge University Press, 1997.
  7. N. BOULEAU, D. TALAY (Eds.). Probabilités Numériques. Collection Didactique. INRIA, 1992.
  8. D. TALAY. Simulation and Numerical Analysis of Stochastic Differential Systems: a Review. In Probabilistic Methods in Applied Physics, P. Kree and W. Wedig (Eds.), volume 451 of Lecture Notes in Physics, chapter 3, 63-106. Springer-Verlag, 1995.
  9. D. TALAY. Monte Carlo Methods for PDE's. In Encyclopaedia of Mathematics, M. Hazewinkel (Ed.). Kluwer Academic Press, 1997.
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