28595 articles – 22087 Notices  [english version]
.:. Consultation > Par auteur > Alfonsi .:.
5 documents classés par :
fulltext access Stochastic Local Intensity Loss Models with Interacting Particle Systems
Alfonsi A., Labart C., Lelong J.
(08/02/2013) [hal-00786239 - version 1]
fulltext access Optimal execution strategies in limit order books with general shape functions
Alfonsi A., Fruth A., Schied A.
Quantitative Finance 10, 2 (2010) 143-157 [hal-00166969 - version 3]
fulltext access General Duality for Perpetual American Options
Alfonsi A., Jourdain B.
[hal-00121600 - version 1]
fulltext access A Call-Put Duality for Perpetual American Options
Alfonsi A., Jourdain B.
[hal-00121589 - version 1]
fulltext access Exact simulation of hybrid stochastic and deterministic models for biochemical systems
Alfonsi A., Cancès E., Turinici G., Di Ventura B., Huisinga W.
N° RR-5435 (2004) [inria-00070572 - version 1]