pith. sign in

P. Henry-Labord\`ere

Identifiers

  • name variant P. Henry-Labord\`ere 0.60 · backfill

Papers (1)

  1. A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options math.PR · 2014 · author #2

Mentions

  • 1401.3921 #2 · backfill · confidence 0.70 P. Henry-Labord\`ere

Frequent Coauthors