Keywords

Number of documents

8

Francesco RUSSO


For more information see:

uma.ensta-paristech.fr/~russo

perso.ensta-paristech.fr/~russo


"Nadia Oudjane"   

Preprints, Working Papers, ...8 documents

  • Jonas Lieber, Nadia Oudjane, Francesco Russo. On the well-posedness of a class of McKean Feynman-Kac equations. 2019. ⟨hal-01895210v2⟩
  • Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations. 2017. ⟨hal-01586861⟩
  • Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations. 2016. ⟨hal-01241704v2⟩
  • Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations: About probabilistic representation of non-conservative PDEs.. 2016. ⟨hal-01241701v2⟩
  • Stéphane Goutte, Nadia Oudjane, Francesco Russo. Variance optimal hedging for continuous time additive processes and applications. 2013. ⟨hal-00786177⟩
  • Stéphane Goutte, Nadia Oudjane, Francesco Russo. Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets. 2012. ⟨inria-00473032v2⟩
  • Stéphane Goutte, Nadia Oudjane, Francesco Russo. On some expectation and derivative operators related to integral representations of random variables with respect to a PII process. 2012. ⟨hal-00665852⟩
  • Stéphane Goutte, Nadia Oudjane, Francesco Russo. Variance Optimal Hedging for continuous time processes with independent increments and applications. 2009. ⟨inria-00437984⟩