Matthieu Mariapragassam
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A forward equation for barrier options under the Brunick \& Shreve Markovian projection Quantitative Finance | 2021-07-16 | Paper |
| Calibration of a hybrid local-stochastic volatility stochastic rates model with a control variate particle method SIAM Journal on Financial Mathematics | 2019-05-14 | Paper |
| Convergence of an Euler scheme for a hybrid stochastic-local volatility model with stochastic rates in foreign exchange markets SIAM Journal on Financial Mathematics | 2018-04-16 | Paper |
Research outcomes over time
This page was built for person: Matthieu Mariapragassam
