Documents (MSC Codes)

• [Multi angle] European and american options in a non-linear incomplete market with default / Author of the conference Quenez, Marie-Claire. -Marseille : CIRM
  
• [Virtualconference] The mean-field limit to the Vlasov-Poisson-Fokker-Planck system / Author of the conference Jabin, Pierre-Emmanuel. -Marseille : CIRM
  
• [Virtualconference] Large stochastic systems of interacting particles / Author of the conference Jabin, Pierre-Emmanuel. -Marseille : CIRM
  
• [Multi angle] The supercooled Stefan problem / Author of the conference Shkolnikov, Mykhaylo. -Marseille : CIRM
  
• [Post-edited] Approximation and calibration of laws of solutions to stochastic differential equations / Author of the conference Bion-Nadal, Jocelyne. CIRM
  
• [Multi angle] Viability and arbitrage under Knightian uncertainty / Author of the conference Burzoni, Matteo. -Marseille : CIRM
  
• [Multi angle] Forward and backward simulation of Euler scheme / Author of the conference Gobet, Emmanuel. -Marseille : CIRM
  
• [Multi angle] Stochastic variational inequalities for random mechanics / Author of the conference Mertz, Laurent. -Marseille : CIRM
  
• [Multi angle] On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications / Author of the conference Silva Álvarez, Francisco José. -Marseille : CIRM
  
• [Multi angle] Non-local Lokta-Volterra cross diffusion systems - Part 2 / Author of the conference Fontbona, Joaquin. -Marseille : CIRM
  
• [Multi angle] Non-local Lokta-Volterra cross diffusion systems - Part 1 / Author of the conference Fontbona, Joaquin. -Marseille : CIRM
  

Linked documents : [11 document(s)]