Marouen Messaoud

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 Marouen Messaoud trusts overall

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

  1. Mark H. A. Davis

Who trusts Marouen Messaoud overall

  1. Atsushi Takeuchi

Papers from Marouen Messaoud's perspective

Ordered by how strongly the researchers Marouen Messaoud 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