Matthieu Mariapragassam
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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!
| 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
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