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Search: person:"LELONG, JÉRÔME"
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Theorie
Option pricing theory
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Optionspreistheorie
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Fokker-Planck equation
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Importance sampling
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sample average approximation
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Black-Cox model
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Alfonsi, Aurélien
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Cousin, Areski
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Labart, Celine
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Lelong, Jerome
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Lelong, Jérǒme
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Picard, Tom
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International journal of theoretical and applied finance : IJTAF
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Rating transitions forecasting : a filtering approach
Cousin, Areski
;
Lelong, Jérǒme
;
Picard, Tom
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-53
Persistent link: https://www.econbiz.de/10014365676
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2
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
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