Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
2 papers
math.PR2015
A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA
Pierre Henry-Labordère, Christian Litterer, Zhenjie Ren
We derive an algorithm in the spirit of Rogers and Davis & Burstein that leads to upper bounds for stochastic control problems. Our bounds complement lower biased estimates recentl…
cs.CR2014
Security issues for data sharing and service interoperability in eHealth systems: the Nu.Sa. test bed
Emanuele Frontoni, Marco Baldi, Primo Zingaretti +2
The aim of the Nu.Sa. project is the definition of national level data standards to collect data coming from General Practitioners' Electronic Health Records and to allow secure da…