Laurent Denis
19
Documents
Présentation
Publications
Publications
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Malliavin calculcus for a Hawkes process.2025 |
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Malliavin derivative and sensitivity for optimal liquidation2025 |
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Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations2025 |
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Supplement to "LAMN property for stable-Lévy SDEs with constant scale coefficient2024 |
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Second order BSDEs with jumps by measurable selection argument2024 |
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A Life-Cycle Model with health spending and endogenous life time2023 |
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Utility functions and optimal investment in non-dominated models2007 |
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