The following pages link to Marouen Messaoud (Q850402):
Displayed 4 items.
- Computation of Greeks using Malliavin's calculus in jump type market models (Q850403) (← links)
- A policy iteration algorithm for fixed point problems with nonexpansive operators (Q1006540) (← links)
- Integration by parts formula for locally smooth laws and applications to sensitivity computations (Q2467110) (← links)
- Malliavin Calculus for Pure Jump Processes and Applications to Finance (Q3631189) (← links)