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Statistical properties of derivatives: a journey in term structures.
(2011) Article accepté pour publication ou publié
A Conditionally Heteroskedastic Model with Time-varying Coefficients for Daily Gas Spot Prices.
(2011) Article accepté pour publication ou publié
A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs.
(2011) Article accepté pour publication ou publié
On a mean field game approach modeling congestion and aversion in pedestrian crowds.
(2011) Article accepté pour publication ou publié
Weak Dynamic Programming Principle for Viscosity Solutions.
(2011) Article accepté pour publication ou publié