Dorival Leão

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
Solving non-Markovian stochastic control problems driven by Wiener functionals The Annals of Applied Probability	2025-01-31	Paper
Flexible multivariate nonlinear models for bioequivalence problems Statistical Modelling	2020-12-30	Paper
Discrete-type approximations for non-Markovian optimal stopping problems. I Journal of Applied Probability	2019-12-17	Paper
A weak version of path-dependent functional Itô calculus The Annals of Probability	2018-11-08	Paper
A weak version of path-dependent functional Itô calculus The Annals of Probability	2018-11-08	Paper
Weak differentiability of Wiener functionals and occupation times Bulletin des Sciences Mathématiques	2018-10-29	Paper
Pricing and hedging barrier options Applied Stochastic Models in Business and Industry	2018-09-14	Paper
Corrigendum to: ``Weak approximations for Wiener functionals''. The Annals of Applied Probability	2017-08-08	Paper
Stochastic Near-Optimal Controls for Path-Dependent Systems	2017-07-16	Paper
A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility International Journal of Stochastic Analysis	2016-04-25	Paper
Corrigendum to "Weak Approximations for Wiener Functionals" [Ann. Appl. Probab. (2013), 23, 4, 1660-1691	2015-08-28	Paper
Weak Functional It\^o Calculus and Applications	2014-08-06	Paper
Weak approximations for Wiener functionals The Annals of Applied Probability	2013-09-05	Paper
Weak approximations for Wiener functionals The Annals of Applied Probability	2013-09-05	Paper
A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility (available as arXiv preprint)	2013-08-07	Paper
On the Discrete Cram\'er-von Mises Statistics under Random Censorship	2012-01-11	Paper
Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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