Elisabeth Rouy-Mironescu
2009
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 Elisabeth Rouy-Mironescu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Elisabeth Rouy-Mironescu overall
Papers from Elisabeth Rouy-Mironescu's perspective
Ordered by how strongly the researchers Elisabeth Rouy-Mironescu trusts endorse each paper. Same corpus, a different order for every researcher.
- Brownian Motion and Stochastic Calculus
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
- Methods of Mathematical Finance
- On optimal stopping and free boundary problems
- Markov Processes: Characterization and Convergence
- The Pricing of Options and Corporate Liabilities
- Optimal arbitrage under model uncertainty.
- A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
- Controlled Markov processes and viscosity solutions
- Stochastic differential equations
Their papers
- Optimal multiple stopping time problem (2009) — 61 citations