Pascal François

According to our database1, Pascal François authored at least 4 papers between 2006 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information.
CoRR, 2024

2014
Optimal hedging when the underlying asset follows a regime-switching Markov process.
Eur. J. Oper. Res., 2014

2012
Game theoretic analysis of negotiations under bankruptcy.
Eur. J. Oper. Res., 2012

2006
A dynamic programming approach to price installment options.
Eur. J. Oper. Res., 2006


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