Laurent Denis
19
Documents
Présentation
Publications
Publications
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Malliavin calculcus for a Hawkes process.2025
Pré-publication, Document de travail
hal-05332048
v1
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Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations2025
Pré-publication, Document de travail
hal-05397667
v1
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Malliavin derivative and sensitivity for optimal liquidation2025
Pré-publication, Document de travail
hal-05072816
v1
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Supplement to "LAMN property for stable-Lévy SDEs with constant scale coefficient2024
Pré-publication, Document de travail
hal-04554545
v3
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Second order BSDEs with jumps by measurable selection argument2024
Pré-publication, Document de travail
hal-04822047
v1
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A Life-Cycle Model with health spending and endogenous life time2023
Pré-publication, Document de travail
(working paper)
hal-04312929
v1
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Utility functions and optimal investment in non-dominated models2007
Pré-publication, Document de travail
hal-00371215
v1
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