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    ~allaire ~rama ˘veber ˜rama affine agent allaire@polytechnique amandine analytic appliqu´ appliqué asift based birth black boscain cá cachan centre charged cmapx combustion completion contingent control cortona derivative diphasic dosreis@cmap drift eccomasreview ecole email ematiques equations equilibrium financial flows formula france generalizing geometric geometry giảng gonç gregoire homepage homogenization indam integral italy journal junior large lecturer market markets math´ mathé matiques meeting methods modeling models morel multivariate online papers parabolic particles penalty polytechnique press price probabilistic processes professional propagation published quant question research researcher riemannian sá scholes securitization session signal situation source structured themes theory transfer transportation và veber@cmap viê webpage
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CMAP - Centre de Mathématiques Appliquées
Research Themes: Integral methods and wave propagation, diphasic flows and combustion, probabilistic modeling, signal theory, charged particles transportation ...
Affine-SIFT (ASIFT) - CMAP - Centre de Mathématiques Appliquées
morel[AT]cmla.ens-cachan.fr yu[AT]cmap.polytechnique.fr News: The ASIFT source code and online demo are now published in the journal IPOL!
Agent-based models of financial markets. - Centre de Math ...
Agent-based models of financial markets. Centre de Math´ Rama CONT ematiques Appliqu´ ees CNRS – Ecole Polytechnique, France. www.cmap.polytechnique.fr/˜rama/
UGO BOSCAIN HOMEPAGE - CMAP - Centre de Mathématiques Appliquées
boscain -AT- cmap.polytechnique.fr INDAM meeting on Geometric Control and sub-Riemannian Geometry Cortona, Italy, May 21 - 25, 2012 Session on Analytic and Geometric ...
On Securitization, market completion and equilibrium Risk transfer
The question is how to price the structured derivative? Gonçalo dos Reis - dosreis@cmap.polytechnique.fr On Securitization and Equilibrium Risk Transfer
Amandine V EBER Date of birth: 22/01/1984.
Email : amandine.veber@cmap.polytechnique.fr Webpage : http://www.math.ens.fr/˘veber/ PROFESSIONAL SITUATION 2010 { CNRS junior researcher and part-time lecturer at CMAP,
http://www.cmap.polytechnique.fr/ http://www.cmapx.polytechnique.fr/~allaire/ gregoire.allaire@polytechnique.fr HOMOGENIZATION OF PARABOLIC EQUATIONS WITH LARGE DRIFT
Generalizing the Black-Scholes formula to multivariate contingent ...
http://www.cmap.polytechnique.fr/~rama/papers/EccomasReview.pdf http://www.quant-press.com A Penalty Method for American Options with Jump Diffusion Processes
Welcome to Rama CONT's website. - Laboratoire de Probabilités et ...
Books: R Cont & P Tankov: Financial modelling with jump processes, Chapman and Hall/ CRC Press, 2003. R Cont (Editor in Chief): Encyclopedia of Quantitative Finance ...
PaReLab - File Exchange - MATLAB Central
Based on Yu's code (http://www.cmap.polytechnique.fr/~yu/research/ASIFT/demo.html). 6, FeatureDctQuantZigzag: Discrete Cosine Transform, including quantization and zigzag ...
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