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Julien Claisse

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2010 – 2019

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2018
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  - journals/jota/ClaisseGH18
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Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère:
Some Results on Skorokhod Embedding and Robust Hedging with Local Time. J. Optim. Theory Appl. 179(2): 569-597 (2018)
2016
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Julien Claisse, Denis Talay, Xiaolu Tan:
A Pseudo-Markov Property for Controlled Diffusion Processes. SIAM J. Control. Optim. 54(2): 1017-1029 (2016)

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