Authors:
Henry-Labordère, Pierre
Ob.ój, Jan
Spoida, Peter
Touzi, Nizar
Citation: Henry-labordère, Pierre et al., The maximum maximum of a martingale with given n marginals, Annals of applied probability , 26(1), 2016, pp. 1-44
Authors:
Henry-Labordère, Pierre
Tan, Xiaolu
Touzi, Nizar
Citation: Henry-labordère, Pierre et al., Unbiased simulation of stochastic differential equations, Annals of applied probability , 27(6), 2017, pp. 3305-3341