Alexandre Pannier

Identifiers

• name variant Alexandre Pannier 0.60 · backfill

Papers (2)

1. Functional integration by parts formulae for stochastic Volterra processes math.PR · 2026 · author #1
2. Rough volatility, path-dependent PDEs and weak rates of convergence math.PR · 2023 · author #3

Mentions

• 2605.30068 #1 · arxiv_oai · confidence 0.70 Alexandre Pannier
• 2304.03042 #3 · arxiv_oai · confidence 0.70 Alexandre Pannier

Frequent Coauthors

• Antoine Jacquier 1 shared papers
• Ofelia Bonesini 1 shared papers