Edouard Motte
- 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 voice · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.OC #q-fin.MF #q-fin.PM #q-fin.PR #stochastic dynamics and bifurcation