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Stochastic expansion for the diffusion processes and applications to option pricing

Romain Bompis
Probability [math.PR]. Ecole Polytechnique X, 2013. English. ⟨NNT : ⟩
Theses pastel-00921808v2
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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