Xiaolu Tan (CEREMADE)

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Papers (2)

1. Numerical approximation of general Lipschitz BSDEs with branching processes math.PR · 2017 · author #2
2. Super-replication with proportional transaction cost under model uncertainty math.PR · 2017 · author #3

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Frequent Coauthors

• Bruno Bouchard (CEREMADE) 2 shared papers
• Shuoqing Deng (CEREMADE) 1 shared papers
• Xavier Warin (EDF R\&D) 1 shared papers