Olivier Menoukeu-Pamen
Finance · with Meyer‐Brandis · 2013
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #7,514 of 10,518 by trust here, #7,920 by citations
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Papers from Olivier Menoukeu-Pamen's perspective
Ordered by how strongly the researchers Olivier Menoukeu-Pamen trusts endorse each paper. Same corpus, a different order for every researcher.
- Construction of strong solutions of SDE's via Malliavin calculus
- Malliavin Calculus for Lévy Processes with Applications to Finance
- On Stochastic Differential Equations with Locally Unbounded Drift
- Uniqueness of solutions of stochastic differential equations
- Stochastic calculus with respect to continuous finite quadratic variation processes
- Stochastic Integration and Differential Equations. Second Edition.
- MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
- Martingale Representation of Functionals of Lévy Processes
- Financial Modelling with Jump Processes
- Mean field games