Matthieu Simon

According to our database, Matthieu Simon authored at least 4 papers between 2017 and 2023.

Collaborative distances:

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

2023

SIR epidemics driven by Feller processes.

Matthieu Simon

J. Appl. Probab., December, 2023

2020

On barrier option pricing by Erlangization in a regime-switching model with jumps.

Griselda Deelstra, Guy Latouche, Matthieu Simon

J. Comput. Appl. Math., 2020

2017

Multivariate European option pricing in a Markov-modulated Lévy framework.

Griselda Deelstra, Matthieu Simon

J. Comput. Appl. Math., 2017

Epidemic risk and insurance coverage.

Claude Lefèvre, Philippe Picard, Matthieu Simon

J. Appl. Probab., 2017