Marouen Messaoud

From MaRDI portal
Person:850402

Available identifiers

zbMath Open messaoud.marouenMaRDI QIDQ850402

List of research outcomes





PublicationDate of PublicationType
Malliavin Calculus for Pure Jump Processes and Applications to Finance2009-06-05Paper
A policy iteration algorithm for fixed point problems with nonexpansive operators2009-03-25Paper
Integration by parts formula for locally smooth laws and applications to sensitivity computations2008-01-18Paper
Computation of Greeks using Malliavin's calculus in jump type market models2006-11-03Paper

Research outcomes over time

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