Nadia Oudjane (LAGA)

Identifiers

• name variant Nadia Oudjane (LAGA) 0.60 · backfill

Papers (5)

1. Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations math.PR · 2016 · author #3
2. Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets q-fin.PR · 2012 · author #2
3. On some expectation and derivative operators related to integral representations of random variables with respect to a PII process math.PR · 2012 · author #2
4. Snell envelope with path dependent multiplicative optimality criteria math.NA · 2010 · author #3
5. Variance Optimal Hedging for continuous time processes with independent increments and applications q-fin.CP · 2009 · author #3

Mentions

• 1205.4089 #2 · backfill · confidence 0.70 Nadia Oudjane (LAGA)
• 1202.0619 #2 · backfill · confidence 0.70 Nadia Oudjane (LAGA)
• 1008.3034 #3 · backfill · confidence 0.70 Nadia Oudjane (LAGA)
• 0912.0372 #3 · backfill · confidence 0.70 Nadia Oudjane (LAGA)

Frequent Coauthors

• INRIA Rocquencourt 2 shared papers
• UMA) 2 shared papers
• Anthony Lecavil (UMA) 1 shared papers
• Anthony Le Cavil (UMA) 1 shared papers
• Cermics) 1 shared papers
• Francesco Russo (CERMICS 1 shared papers
• Francesco Russo (ENSTA ParisTech 1 shared papers
• Francesco Russo (LAGA 1 shared papers
• Francesco Russo (LAGA) 1 shared papers
• MathFi 1 shared papers
• OPTEA) 1 shared papers
• Peng Hu (INRIA Bordeaux - Sud-Ouest) 1 shared papers
• Pierre Del Moral (INRIA Bordeaux - Sud-Ouest) 1 shared papers
• St\'ephane Goutte (LAGA 1 shared papers
• St\'ephane Goutte (LAGA) 1 shared papers
• St\'ephane Goutte (LPMA) 1 shared papers