Login / Signup
Julien Claisse
ORCID
Publication Activity (10 Years)
Years Active: 2016-2018
Publications (10 Years): 2
Top Topics
Denoising
Conditional Independence
Financial Markets
Causal Models
Top Venues
J. Optim. Theory Appl.
SIAM J. Control. Optim.
</>
Publications
</>
Julien Claisse
,
Gaoyue Guo
,
Pierre Henry-Labordère
Some Results on Skorokhod Embedding and Robust Hedging with Local Time.
J. Optim. Theory Appl.
179 (2) (2018)
Julien Claisse
,
Denis Talay
,
Xiaolu Tan
A Pseudo-Markov Property for Controlled Diffusion Processes.
SIAM J. Control. Optim.
54 (2) (2016)