Aur\'elien Alfonsi (CERMICS

Identifiers

• name variant Aur\'elien Alfonsi (CERMICS 0.60 · backfill

Papers (3)

1. Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme math.PR · 2014 · author #1
2. A remark on the optimal transport between two probability measures sharing the same copula math.PR · 2013 · author #1
3. Stochastic Local Intensity Loss Models with Interacting Particle Systems math.PR · 2013 · author #1

Mentions

• 1405.7007 #1 · backfill · confidence 0.70 Aur\'elien Alfonsi (CERMICS
• 1307.4249 #1 · backfill · confidence 0.70 Aur\'elien Alfonsi (CERMICS
• 1302.2009 #1 · backfill · confidence 0.70 Aur\'elien Alfonsi (CERMICS

Frequent Coauthors

• Inria Paris-Rocquencourt) 3 shared papers
• Benjamin Jourdain (CERMICS 2 shared papers
• Arturo Kohatsu-Higa 1 shared papers
• C\'eline Labart (INRIA Paris-Rocquencourt 1 shared papers
• J\'er\^ome Lelong (INRIA Paris-Rocquencourt 1 shared papers
• LAMA) 1 shared papers
• LJK) 1 shared papers