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Bouchard, Bruno
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https://www.mathnet.ru/eng/person168791
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1.
Dupire-Itô’s formula for C^{0,1} or concave path-dependent functionals and applications
Bruno Bouchard
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 19, 2021
15:00
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Centre de Recherche en Mathématiques de la Décision, Université Paris-Dauphine
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, 2024