Authors: Denis, Laurent Martini, Claude

Citation: Denis, Laurent et Martini, Claude, A theoretical framework for the pricing of contingent claims in the presence of model uncertainty, Annals of applied probability , 16(2), 2006, pp. 827-852

Authors: Denis, Laurent Matoussi, Anis Zhang, Jing

Citation: Denis, Laurent et al., The obstacle problem for quasilinear stochastic PDEs: Analytical approach, Annals of probability , 42(3), 2014, pp. 865-905