Pierre étoré - Personal Web Page



Since september 2008, I am Assistant Professor at INP Grenoble

. I teach at ENSIMAG, and do my research in the team MathFi of the Statistics departement at LJK.

My scientific interests are:

- The study and the discretization of diffusion processes with discontinuous coefficients.

- Financial mathematics, with a special emphasis on numerical methods:

  • * variance reduction techniques in Monte Carlo methods
  • * expansion methods using Malliavin Calculus