Amel Bentata
Identifiers
- name variant Amel Bentata 0.60 · backfill
Papers (3)
- Short-time asymptotics for marginal distributions of semimartingales math.PR · 2012 · author #1
- Forward equations for option prices in semimartingale models q-fin.PR · 2010 · author #2
- Mimicking the marginal distributions of a semimartingale math.PR · 2009 · author #1
Mentions
Frequent Coauthors
- Rama Cont 3 shared papers