Nombre de documents

4

CV de Romain Bompis


Thèse1 document

  • Romain Bompis. Stochastic expansion for the diffusion processes and applications to option pricing. Probability [math.PR]. Ecole Polytechnique X, 2013. English. <pastel-00921808v2>

Pré-publication, Document de travail2 documents

  • Romain Bompis, Emmanuel Gobet. Analytical approximations of local-Heston volatility model and error analysis. 2015. <hal-00839650v2>
  • Romain Bompis, Emmanuel Gobet. Stochastic Approximation Finite Element method: analytical formulas for multidimensional diffusion process. 2013. <hal-00842608>

Chapitre d'ouvrage1 document

  • Romain Bompis, Emmanuel Gobet. Asymptotic and non asymptotic approximations for option valuation. Thomas Gerstner and Peter Kloeden. Computational finance, World scientific, pp.80, 2012. <hal-00720650>