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Locality in time of the European insurance regulation risk-neutral valuation framework, a pre-and post-Covid analysis and further developments. (2020). Borel-Mathurin, Fabrice ; Vedani, Julien ; Loisel, Stephane ; el Karoui, Nicole.
In: Working Papers.
RePEc:hal:wpaper:hal-02905181.

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  2. Locality in time of the European insurance regulation risk-neutral valuation framework, a pre-and post-Covid analysis and further developments. (2020). Borel-Mathurin, Fabrice ; Vedani, Julien ; Loisel, Stephane ; el Karoui, Nicole.
    In: Working Papers.
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  3. Nonparametric Malliavin–Monte Carlo Computation of Hedging Greeks. (2020). Mancino, Maria Elvira ; Sanfelici, Simona.
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  4. ALGORITHMIC DIFFERENTIATION FOR DISCONTINUOUS PAYOFFS. (2018). Daluiso, Roberto ; Facchinetti, Giorgio.
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