Matthieu Mariapragassam

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Papers (2)

1. Convergence of an Euler scheme for a hybrid stochastic-local volatility model with stochastic rates in foreign exchange markets q-fin.CP · 2015 · author #2
2. A Forward Equation for Barrier Options under the Brunick&Shreve Markovian Projection q-fin.MF · 2014 · author #2

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Frequent Coauthors

• Christoph Reisinger 2 shared papers
• Andrei Cozma 1 shared papers
• Ben Hambly 1 shared papers