Matthieu Mariapragassam

Available identifiers

zbMath Open mariapragassam.matthieuMaRDI QIDQ4635244

List of research outcomes

Publication	Date of Publication	Type
A forward equation for barrier options under the Brunick & Shreve Markovian projection	2021-07-16	Paper
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method	2019-05-14	Paper
Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets	2018-04-16	Paper

Research outcomes over time

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