Emmanuel Gobet

Identifiers

• name variant Emmanuel Gobet 0.60 · backfill

Papers (7)

1. Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression math.ST · 2016 · author #1
2. Almost sure optimal hedging strategy math.PR · 2014 · author #1
3. Fractional smoothness of functionals of diffusion processes under a change of measure math.PR · 2012 · author #2
4. Generalized fractional smoothness and $L_p$-variation of BSDEs with non-Lipschitz terminal condition math.PR · 2011 · author #3
5. Fractional smoothness and applications in finance math.PR · 2010 · author #2
6. A regression-based Monte Carlo method to solve backward stochastic differential equations math.PR · 2005 · author #1
7. Nonparametric estimation of scalar diffusions based on low frequency data math.ST · 2005 · author #1

Mentions

• 1405.4170 #1 · backfill · confidence 0.70 Emmanuel Gobet
• 1210.4572 #2 · backfill · confidence 0.70 Emmanuel Gobet
• 1103.0371 #3 · backfill · confidence 0.70 Emmanuel Gobet
• 1004.3577 #2 · backfill · confidence 0.70 Emmanuel Gobet

Frequent Coauthors

• Stefan Geiss 3 shared papers
• Christel Geiss 1 shared papers
• Jean-Philippe Lemor 1 shared papers
• Marc Hoffmann 1 shared papers
• Markus Reiss 1 shared papers
• Nicolas Landon 1 shared papers
• Plamen Turkedjiev 1 shared papers
• Xavier Warin 1 shared papers