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Romuald Elie (CREST

Identifiers

  • name variant Romuald Elie (CREST 0.60 · backfill

Papers (4)

  1. On the expectation of normalized Brownian functionals up to first hitting times math.PR · 2013 · author #1
  2. Double Kernel estimation of sensitivities q-fin.CP · 2009 · author #1
  3. Probabilistic Representation and Approximation for Coupled Systems of Variational Inequalities math.PR · 2009 · author #1
  4. Adding constraints to BSDEs with Jumps: an alternative to multidimensional reflections math.PR · 2009 · author #1

Mentions

  • 1310.1181 #1 · backfill · confidence 0.70 Romuald Elie (CREST
  • 0909.2624 #1 · backfill · confidence 0.70 Romuald Elie (CREST
  • 0909.0998 #1 · backfill · confidence 0.70 Romuald Elie (CREST
  • 0903.3372 #1 · backfill · confidence 0.70 Romuald Elie (CREST

Frequent Coauthors