Marie-Pierre Bavouzet

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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!

PublicationDate of PublicationType
Malliavin Calculus for Pure Jump Processes and Applications to Finance
Special Volume: Mathematical Modeling and Numerical Methods in Finance
2009-06-05Paper
Integration by parts formula for locally smooth laws and applications to sensitivity computations
The Annals of Applied Probability
2008-01-18Paper


Research outcomes over time


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