Emmanuel Gobet (LJK)

Identifiers

• name variant Emmanuel Gobet (LJK) 0.60 · backfill

Papers (5)

1. Numerical simulation of BSDEs using empirical regression methods: theory and practice math.PR · 2008 · author #1
2. Arbitrage free cointegrated models in gas and oil future markets q-fin.ST · 2007 · author #2
3. Smart expansion and fast calibration for jump diffusion q-fin.PR · 2007 · author #2
4. LAMN property for hidden processes: the case of integrated diffusions math.PR · 2007 · author #2
5. Stopped diffusion processes: boundary corrections and overshoot math.PR · 2007 · author #1

Mentions

• 0806.4447 #1 · backfill · confidence 0.70 Emmanuel Gobet (LJK)
• 0712.3537 #2 · backfill · confidence 0.70 Emmanuel Gobet (LJK)
• 0712.3485 #2 · backfill · confidence 0.70 Emmanuel Gobet (LJK)
• 0707.0257 #2 · backfill · confidence 0.70 Emmanuel Gobet (LJK)
• 0706.4042 #1 · backfill · confidence 0.70 Emmanuel Gobet (LJK)

Frequent Coauthors

• Arnaud Gloter (LAMA) 1 shared papers
• C\'eline J\'erusalem (LJK) 1 shared papers
• Eric Benhamou (LJK) 1 shared papers
• Gr\'egory Benmenzer (LJK) 1 shared papers
• Jean-Philippe Lemor (CMAP) 1 shared papers
• Mohammed Miri (LJK) 1 shared papers
• St\'ephane Menozzi (PMA) 1 shared papers