Donatien Hainaut
- Signature approach for pricing and hedging path-dependent options with frictions
2025/11/28 by Eduardo Abi Jaber, Jaber, Eduardo Abi, Donatien Hainaut +3 · 1 citation
Economics, Econometrics and Finance · Decision Sciences · Physics and Astronomy · #Stochastic processes and financial applications #Risk and Portfolio Optimization #stochastic dynamics and bifurcation