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 structural jump threshold framework for credit risk SIAM Journal on Financial Mathematics | 2016-09-28 | Paper |
| A spectral element framework for option pricing under general exponential Lévy processes Journal of Scientific Computing | 2014-01-29 | Paper |
Research outcomes over time
This page was built for person: Pierre Garreau
