4. Mathematics
  5. Probability

Nadia Oudjane

Mathematics – Probability

Scientist

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LAGA

On some expectation and derivative operators related to integral representations of random variables with respect to a PII process

Mathematics – Probability
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Snell envelope with path dependent multiplicative optimality criteria

Mathematics – Numerical Analysis
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Variance Optimal Hedging for continuous time processes with independent increments and applications

Economy – Quantitative Finance – Computational Finance
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Profile ID: LFWR-SCP-P-11465

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