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20062025
most citedA theoretical framework for the pricing of contingent claims in the presence of model uncertainty

360 citations · 435 across the 11 of their papers we have counts for

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math.PR2020

Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach

Laurent Denis, Anis Matoussi, Jing Zhang

We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of…