Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
LJK
LMC - IMAG
A regression-based Monte Carlo method to solve backward stochastic differential equations
Arbitrage free cointegrated models in gas and oil future markets
Error expansion for the discretization of Backward Stochastic Differential Equations
Fractional smoothness and applications in finance
Generalized fractional smoothness and $L_p$-variation of BSDEs with non-Lipschitz terminal condition
No associations
LandOfFree
Emmanuel Gobet does not yet have a rating. At this time, there are no reviews or comments for this scientist.
If you have personal experience with Emmanuel Gobet, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Emmanuel Gobet will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-P-9565