Matthieu Mariapragassam

According to our database, Matthieu Mariapragassam authored at least 2 papers between 2018 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2019

Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method.

Andrei Cozma, Matthieu Mariapragassam, Christoph Reisinger

SIAM J. Financial Math., 2019

2018

Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets.

Andrei Cozma, Matthieu Mariapragassam, Christoph Reisinger

SIAM J. Financial Math., 2018