Matthieu Mariapragassam

Identifiers

• name variant Matthieu Mariapragassam 0.60 · backfill

Papers (2)

1. Convergence of an Euler scheme for a hybrid stochastic-local volatility model with stochastic rates in foreign exchange markets q-fin.CP · 2015 · author #2
2. A Forward Equation for Barrier Options under the Brunick&Shreve Markovian Projection q-fin.MF · 2014 · author #2

Mentions

• 1501.06084 #2 · backfill · confidence 0.70 Matthieu Mariapragassam
• 1411.3618 #2 · backfill · confidence 0.70 Matthieu Mariapragassam

Frequent Coauthors

• Christoph Reisinger 2 shared papers
• Andrei Cozma 1 shared papers
• Ben Hambly 1 shared papers