G\'eraldine Bouveret

Identifiers

• name variant G\'eraldine Bouveret 0.60 · backfill

Papers (2)

1. A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options math.OC · 2015 · author #1
2. A backward dual representation for the quantile hedging of Bermudan options math.PR · 2014 · author #4

Mentions

• 1409.8219 #4 · backfill · confidence 0.70 G\'eraldine Bouveret

Frequent Coauthors

• Jean-Fran\c{c}ois Chassagneux 2 shared papers
• Bruno Bouchard (CEREMADE 1 shared papers
• CREST) 1 shared papers