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Isaque Pimentel
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Year
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
A Balata, C Huré, M Laurière, H Pham, I Pimentel
arXiv preprint arXiv:1803.00445, 2018
192018
Option valuation and hedging using asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations
E Gobet, I Pimentel, X Warin
112018
A power plant valuation under an asymmetric risk criterion taking into account maintenance costs
C Alasseur, E Gobet, I Pimentel, X Warin
https://hal.archives-ouvertes.fr/hal-02077740/document, 2018
2*2018
A non-intrusive stratified resampler for multi-factor models: application to the pricing of Bermudan and Swing options
E Gobet, I Pimentel, J Zubelli
Working paper, 2018
22018
Asymptotic optimal pricing with asymmetric risk and applications in finance
I Pimentel
Université Paris-Saclay, 2018
12018
Valorisation optimale asymptotique avec risque asymétrique et applications en finance
I Pimentel
Université Paris Saclay, 2018
2018
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Articles 1–6