Author: Touchette, Hugo
Similar Items: Statistical study of the stochastic area
- Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth
- Perturbation methods in derivatives pricing under stochastic volatility
- Extinction risk in fluctuating and heterogeneous environments
- Pricing American compound options with stochastic volatility and correlated interest rates
- Optimal cross hedging of Insurance derivatives using quadratic BSDEs
- Dynamical large deviations of diffusions