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Stéphane Goutte | IDEAS/RePEc
ideas.repec.org
Stéphane Goutte: current contact information and listing of economic research of this author provided by RePEc/IDEAS
Network Profiles
Bruno Rémillard : Publications : GERAD
www.gerad.ca
Pierre Del Moral, Peng Hu, Nadia Oudjane, and Bruno Rémillard. SIAM Journal on Financial Mathematics, 2, 587–626, BibTeX reference. Jan
Education
Rene Carmona
carmona.princeton.edu
(with P. Del Moral, P. Hu and Nadia Oudjane) An introduction to particle methods in Finance, in Numerical Methods in Finance, eds R. Carmona, P. Del Moral, P. Hu and Nadia Oudjane, (2012) pp , Springer Verlag
Heritage
Nadia Oudjane - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
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François Le Gland - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Nadia Oudjane: Université Rennes I: 2000: Rudy Pastel: Université Rennes I: 2012: Rivo Rakotozafy: Université de Provence - Aix-Marseille I: 1993: Vu-Duc Tran:
Books & Literature
Fundamentals of Stochastic Filtering - Alan Bain, Dan Crisan - Google...
books.google.de
Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations...
Commodities, Energy and Environmental Finance - Google Books
books.google.de
This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity...
Mean Field Simulation for Monte Carlo Integration - Pierre Del Moral...
books.google.de
In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte...
Numerical Methods in Finance : Rene Carmona :
www.bookdepository.com
Numerical Methods in Finance by Rene Carmonaavailable at Book Depository with free delivery worldwide.
Related Documents
[ ] Variance optimal hedging for continuous time additive...
arxiv.org
... Nadia Oudjane (FiME Lab), Francesco Russo (UMA) (Submitted on 8 Feb 2013) Abstract: For a large class of vanilla contingent claims, we establish an explicit F ...
CiteSeerX — Stability and Uniform Approximation of Nonlinear Filters...
citeseerx.ist.psu.edu
author = {François LeGland and Nadia Oudjane and Irisa Inria Rennes and Edf R and D Clamart}, title = {Stability and Uniform Approximation of Nonlinear Filters ...
EBSCOhost | | Snell Envelope with Small Probability Criteria.
web.b.ebscohost.com
Pierre Del Moral · Peng Hu · Nadia Oudjane. Published online: 15 June © Springer Science+Business Media, LLC Abstract We present a new ...
[ ] Hedging Expected Losses on Derivatives in Electricity...
arxiv.org
Authors: Adrien Nguyen Huu (FiME Lab, IMPA), Nadia Oudjane (FiME Lab). ( Submitted on 31 Jan 2014). Abstract: We investigate the problem of pricing and ...
Publications
EconPapers: Variance Optimal Hedging for continuous time processes...
econpapers.repec.org
Variance Optimal Hedging for continuous time processes with independent increments and applications. Stéphane Goutte (), Nadia Oudjane and Francesco Russo
EconPapers: Variance Optimal Hedging for discrete time processes with...
econpapers.repec.org
By Stéphane Goutte, Nadia Oudjane and Francesco Russo; Abstract: We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and ...
Video & Audio
Numerical Methods in Finance Bordeaux, June (Springer...
www.popscreen.com
Numerical Methods in Finance Bordeaux, June (Springer Proceedings in Mathematics) [René A. Carmona, Pierre Del Moral, Peng Hu, Nadia Oudjane] on ...
Miscellaneous
: Arnaud Guyader and Nadia Oudjane - Big'MC Seminar
sites.google.com
: Arnaud Guyader and Nadia Oudjane. publié le 4 févr à 04:49 par Nicolas Chopin [ mis à jour : 11 mars à 10:21 ] ...
Nadia Oudjane's research works | Électricité de France ...
www.researchgate.net
Nadia Oudjane's 43 research works with 941 citations and 2,881 reads, including: On the well-posedness of a class of McKean Feynman-Kac equations
OUDJANE Nadia » Laboratoire de finance des marchés de l'énergie
www.fime-lab.org
LeGland François and Oudjane Nadia, "A Sequential Particle Algorithm that Keeps the Particle System Alive", in Stochastic Hybrid Systems : Theory and Safety Critical Applications, Henk Blom and John Lygeros, editors, Lecture Notes in Control and Information Sciences …
Probabilistic representation of a class of non conservative nonlinear...
scirate.com
Nadia Oudjane, Francesco Russo; We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear
Oudjane - Names Encyclopedia
namespedia.com
Writers: Nadia Oudjane Faces of people named Oudjane. Rating:1. Submit. Rating:0. Submit. Recent searches: Mojibade Bamila Grasshof Amatong ...
Filtering, State Estimation, and Other Forms of Signal Processing
bactra.org
... Expectation Maximization based algorithms for inference in hidden Markov models", arxiv: ; Francois LeGland and Nadia Oudjane.
Nos experts - Management et finance des marchés de l ...
management-finance-energie.exed.polytechnique.edu
Nadia Oudjane EDF R&D Ingénieur-Expert Ingénieur de l'École nationale supérieure d'aéronautique et de l'espace et docteur en mathématiques appliquées de ...
SIAM Journal on Financial Mathematics
ftp.math.utah.edu
Pierre Del Moral and Peng Hu and Nadia Oudjane and Bruno Rémillard On the Robustness of the Snell Envelope N. Bush ...
au:Goutte_S in:q-fin - SciRate Search
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Stéphane Goutte, Nadia Oudjane, Francesco Russo. Feb q-fin.PR math. PR arXiv: v1. Scited Scite! 0. @misc{ , author = {Stéphane ...
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