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MATHRISK: Mathematical Risk handling

France

26 papers here181 citations across 26
fields
  • math.PR16
  • q-fin.CP2
  • q-fin.PR2
  • math.AP1
  • math.CA1
  • math.ST1
  • q-fin.MF1
  • q-fin.PM1
ROR 016z8nq35OpenAlex

affiliations via OpenAlex

output
20122022
most citedOn the Optimal Stopping of a One-dimensional Diffusion

38 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

  • B. Jourdain8 · h 28
  • L. Caramellino6 · h 16
  • Antonino Zanette4 · h 13
  • V. Bally4 · h 26
  • C. Labart3 · h 12
  • Andrea Molent2 · h 6
  • E. Kahn2 · h 3
  • J. Lelong2 · h 11
  • J. Reygner2 · h 15
  • Ludovic Goudenège2 · h 13
  • Roxana Dumitrescu2 · h 16
  • A. Alfonsi1 · h 22
collaborating institutions
  • CERMICSFR9 papers
  • Laboratoire d’Analyse et de Mathématiques AppliquéesFR9 papers
  • Centre National de la Recherche ScientifiqueFR7 papers
  • Institut national de recherche en sciences et technologies du numériqueFR6 papers
  • Université Paris-Est CréteilFR4 papers
  • University of Rome Tor VergataIT4 papers
  • University of UdineIT4 papers
  • Centre de Recherche en Mathématiques de la DécisionFR3 papers
  • Le LAMAFR3 papers
  • Université Paris-Est Marne-la-ValléeFR3 papers
  • École Centrale ParisFR2 papers
  • École nationale des ponts et chausséesFR2 papers
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