Fr\'ed\'eric Abergel (MAS

Identifiers

• name variant Fr\'ed\'eric Abergel (MAS 0.60 · backfill

Papers (1)

1. Non-linear filtering and optimal investment under partial information for stochastic volatility models q-fin.PM · 2014 · author #2

Mentions

• 1407.1595 #2 · backfill · confidence 0.70 Fr\'ed\'eric Abergel (MAS

Frequent Coauthors

• Dalia Ibrahim 1 shared papers
• FiQuant) 1 shared papers