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19982017
most citedSobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation

82 citations · 116 across the 13 of their papers we have counts for

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math.NA2013

A Stochastic Delay Model for Pricing Debt and Equity: Numerical Techniques and Applications

Elisabeth Kemajou, Antoine Tambue, Salah Mohammed

In the accompanied paper [14], a delayed nonlinear model for pricing corporate liabilities was developed. Using self-financed strategy and duplication we were able to derive two Ra…