Items where authors include "Henry-Labordère, Pierre"

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Litterer, Christian, Ren, Zhenjie and Henry-Labordère, Pierre (2016) A dual algorithm for stochastic control problems : Applications to Uncertain Volatility Models and CVA. SIAM Journal on Financial Mathematics. pp. 159-182. ISSN 1945-497X

This list was generated on Sat Mar 25 14:53:45 2023 GMT.