Author:
De Marco S.,Hillairet C.,Jacquier A.
Funder
Chaire Risques Financiers
Chaire Marchés en mutation
Chaire Finance et développement durable
Imperial College London
London Mathematical Society
Engineering and Physical Sciences Research Council
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Cited by
12 articles.
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