Marie Bernhart

Identifiers

• name variant Marie Bernhart 0.60 · backfill

Papers (2)

1. Swing Options Valuation: a BSDE with Constrained Jumps Approach q-fin.CP · 2011 · author #1
2. A finite dimensional approximation for pricing moving average options q-fin.PR · 2010 · author #1

Mentions

• 1101.0975 #1 · backfill · confidence 0.70 Marie Bernhart
• 1011.3599 #1 · backfill · confidence 0.70 Marie Bernhart

Frequent Coauthors

• Peter Tankov 2 shared papers
• Xavier Warin 2 shared papers
• Huy\^en Pham 1 shared papers