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Marie Bernhart
Observed name:
Bernhart, Marie
Institutions:
Électricité de France (France),
Laboratoire de Probabilités et Modèles Aléatoires
Observed institutions:
Centre National de la Recherche Scientifique,
Université Paris Cité,
Sorbonne Université,
Électricité de France (France),
Laboratoire de Probabilités et Modèles Aléatoires
OpenAlex ID:
A5087068155
Swing Options Valuation: A BSDE with Constrained Jumps Approach
2012
·
Marie Bernhart
, Huyên Pham
, et al.
·
Springer proceedings in mathematics
·
13
PDF
A Finite-Dimensional Approximation for Pricing Moving Average Options
2011
·
Marie Bernhart
, Peter Tankov
, et al.
·
SIAM Journal on Financial Mathematics
·
13
Swing Options Valuation: a BSDE with Constrained Jumps Approach
2011
·
Bernhart, Marie
, Pham, Huyên
, et al.
·
RePEc: Research Papers in Economics
A finite dimensional approximation for pricing moving average options
2010
·
Bernhart, Marie
, Tankov, Peter
, et al.
·
arXiv (Cornell University)
PDF
A finite dimensional approximation for pricing moving average options
2010
·
Bernhart, Marie
, Tankov, Peter
, et al.
·
RePEc: Research Papers in Economics
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Works count:
5
Citation count:
26
H-index:
2
I10-index:
2
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