Pierre Henry-Labordere (SOCIETE Generale)

Identifiers

• name variant Pierre Henry-Labordere (SOCIETE Generale) 0.60 · backfill

Papers (4)

1. From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models q-fin.CP · 2019 · author #1
2. An Explicit Martingale Version of Brenier's Theorem q-fin.CP · 2013 · author #1
3. Counterparty Risk Valuation: A Marked Branching Diffusion Approach q-fin.CP · 2012 · author #1
4. Unifying the BGM and SABR Models: A short Ride in Hyperbolic Geometry physics.soc-ph · 2006 · author #1

Mentions

• 1302.4854 #1 · backfill · confidence 0.70 Pierre Henry-Labordere (SOCIETE Generale)
• 1203.2369 #1 · backfill · confidence 0.70 Pierre Henry-Labordere (SOCIETE Generale)

Frequent Coauthors

• Nizar Touzi (CMAP) 1 shared papers