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Author
Lions, Pierre-Louis (7)
Souganidis, Panagiotis E. (2)Alvarez, Luis (1)Duffie, Darrel (1)Fournié, Eric (1)Guichard, Frédéric (1)Ishii, Hitoshi (1)Lasry, Jean-Michel (1)Lebuchoux, Jérôme (1)Morel, Jean-Michel (1)Subject
PDE (7)
anticipative Girsanov transform (1)conditional expectations (1)functional dependence (1)hedge ratios and greeks (1)Image-processing (1)Malliavin calculus (1)Monte Carlo methods (1)movie analysis (1)partial differential equations (1)... Plus d'optionsDate Issued2000 - 2001 (2)1990 - 1999 (5)Type de documentArticle accepté pour publication ou publié (6)Chapitre d'ouvrage (1)

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Applications of Malliavin calculus to Monte-Carlo methods in finance. II 

Lions, Pierre-Louis; Lebuchoux, Jérôme; Lasry, Jean-Michel; Fournié, Eric (2001) Article accepté pour publication ou publié
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Fully nonlinear stochastic partial differential equations: non-smooth equations and applications 

Lions, Pierre-Louis; Souganidis, Panagiotis E. (1998) Article accepté pour publication ou publié
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On Some Challenging Problems in Nonlinear Partial Differential Equations 

Lions, Pierre-Louis (2000) Chapitre d'ouvrage
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Fully nonlinear stochastic partial differential equations 

Souganidis, Panagiotis E.; Lions, Pierre-Louis (1998-05) Article accepté pour publication ou publié
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Axioms and fundamental equations of image processing 

Alvarez, Luis; Guichard, Frédéric; Lions, Pierre-Louis; Morel, Jean-Michel (1993) Article accepté pour publication ou publié
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PDE solutions of stochastic differential utility 

Duffie, Darrel; Lions, Pierre-Louis (1992) Article accepté pour publication ou publié
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Viscosity solutions of fully nonlinear second-order elliptic partial differential equations 

Ishii, Hitoshi; Lions, Pierre-Louis (1990) Article accepté pour publication ou publié

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