Oussama Amine

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Papers (3)

1. A Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling math.PR · 2018 · author #1
2. Regularity Properties of the Stochastic Flow of a Skew Fractional Brownian Motion math.PR · 2018 · author #1
3. C-infinity-regularization by Noise of Singular ODE's math.FA · 2017 · author #1

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Frequent Coauthors

• Frank Proske 3 shared papers
• David Ba\~nos 1 shared papers
• David R. Ba\~nos 1 shared papers
• Emmanuel Coffie 1 shared papers
• Fabian Harang 1 shared papers