360 citations · 360 across the 1 of their papers we have counts for
2 papers
math.PR2008
Energy image density property and the lent particle method for Poisson measures
Nicolas Bouleau, Laurent Denis
We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the {\it energy image density} property for Dirichlet forms and on what we call {\…
math.PR2006★ 360 cited
A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
Laurent Denis, Claude Martini
The aim of this work is to evaluate the cheapest superreplication price of a general (possibly path-dependent) European contingent claim in a context where the model is uncertain.…