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Stratégies de couverture presque optimale : théorie et applications
Nicolas Landon
Finance quantitative [q-fin.CP]. Ecole Polytechnique X, 2013. Français. ⟨NNT : ⟩
Theses
pastel-00788067v1
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Analysis of Backward SDEs with Jumps and Risk Management Issues
Mohamed Nabil Kazi-Tani
Probability [math.PR]. Ecole Polytechnique X, 2012. English. ⟨NNT : ⟩
Theses
pastel-00782154v1
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Learning from Sequences with Point Processes
Massil Achab
Computational Finance [q-fin.CP]. Université Paris Saclay (COmUE), 2017. English. ⟨NNT : 2017SACLX068⟩
Theses
tel-01775239v1
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Asymptotic optimal pricing with asymmetric risk and applications in finance
Isaque Santa Brigida Pimentel
Computational Finance [q-fin.CP]. Université Paris Saclay (COmUE), 2018. English. ⟨NNT : 2018SACLX059⟩
Theses
tel-01982408v1
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Three essays on modeling the dependence between financial assets
Damien Bosc
Computational Finance [q-fin.CP]. Ecole Polytechnique X, 2012. English. ⟨NNT : ⟩
Theses
pastel-00721674v1
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Volatility dynamics
David Nicolay
Computational Finance [q-fin.CP]. Ecole Polytechnique X, 2011. English. ⟨NNT : ⟩
Theses
pastel-00600106v1
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Semimartingales and Contemporary Issues in Quantitative Finance
Younes Kchia
Computational Finance [q-fin.CP]. Ecole Polytechnique X, 2011. English. ⟨NNT : ⟩
Theses
pastel-00635436v1
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