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Disambiguation of "Gobet, Emmanuel"

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Discrete time hedging errors for options with irregular payoffs.

, and . Finance and Stochastics, 5 (3): 357-367 (2001)

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Emmanuel Gobet

Angélique Gobet

Emmanuel Dogbatse

Emmanuel Umana

Emmanuel Lule

 

Other publications of authors with the same name

Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process., and . SIAM J. Numerical Analysis, 52 (6): 3140-3164 (2014)Discrete time hedging errors for options with irregular payoffs., and . Finance and Stochastics, 5 (3): 357-367 (2001)Sequential Control Variates for Functionals of Markov Processes., and . SIAM J. Numerical Analysis, 43 (3): 1256-1275 (2005)Discretization and Simulation of the Zakai Equation., , , and . SIAM J. Numer. Anal., 44 (6): 2505-2538 (2006)A generative model for fBm with deep ReLU neural networks., , and . J. Complex., (2022)Solving BSDE with Adaptive Control Variate., and . SIAM J. Numerical Analysis, 48 (1): 257-277 (2010)Time Dependent Heston Model., , and . SIAM J. Financial Math., 1 (1): 289-325 (2010)Smart expansion and fast calibration for jump diffusions., , and . Finance and Stochastics, 13 (4): 563-589 (2009)Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion., , , and . SIAM/ASA J. Uncertain. Quantification, 8 (3): 1061-1089 (2020)Newton Method for Stochastic Control Problems., and . SIAM J. Control. Optim., 60 (5): 2996-3025 (October 2022)