Languages
Chassagneux, Jean-Francois.
Overview
| Works: | 1 works in 2 publications in 1 languages | |
|---|---|---|
Titles
Fundamentals and advanced techniques in derivatives hedging
by:
Bouchard, Bruno.; Chassagneux, Jean-Francois.; SpringerLink (Online service)
(Electronic resources)
A forward-backward SDEs approach to pricing in carbon markets
by:
Chassagneux, Jean-Francois.; Chotai, Hinesh.; Muuls, Mirabelle.; SpringerLink (Online service)
(Electronic resources)
Subjects
Derivatives (Mathematics)
Stochastic partial differential equations.
Energy Economics.
Probability Theory and Stochastic Processes.
Mathematics.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Business mathematics.
Economics, Mathematical.
Partial Differential Equations.
Energy Policy, Economics and Management.
Calculus of Variations and Optimal Control; Optimization.
Mathematical Modeling and Industrial Mathematics.