4. Mathematics
  5. Probability

Benjamin Jourdain

Mathematics – Probability

Scientist

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Scientist

CERMICS

A Call-Put Duality for Perpetual American Options

Mathematics – Probability
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A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations

Mathematics – Probability
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Adaptive optimal allocation in stratified sampling methods

Statistics – Methodology
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Convenient Multiple Directions of Stratification

Economy – Quantitative Finance – Computational Finance
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Convergence of a stochastic particle approximation for fractional scalar conservation laws

Mathematics – Probability
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