M. Bavouzet

2007

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Whom M. Bavouzet trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Mark H. A. Davis

Who trusts M. Bavouzet overall

1. Atsushi Takeuchi

Papers from M. Bavouzet's perspective

Ordered by how strongly the researchers M. Bavouzet trusts endorse each paper. Same corpus, a different order for every researcher.

1. Financial Modelling with Jump Processes
2. Malliavin Monte Carlo Greeks for jump diffusions
3. A criterion of density for solutions of Poisson-driven SDEs
4. Integration by parts formula for locally smooth laws and applications to sensitivity computations
5. Real options with constant relative risk aversion
6. Optimal investment in incomplete markets when wealth may become negative
7. Diffusions, Markov Processes and Martingales: References
8. The Stochastic Programming Approach to Asset, Liability, and Wealth Management
9. Wanting robustness in macroeconomics
10. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers

Their papers

• Integration by parts formula for locally smooth laws and applications to sensitivity computations (2007) — 55 citations