Matthieu Simon

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 4

Top Topics

Stochastic Processes

Markov Modulated

Top Venues

J. Appl. Probab.

J. Comput. Appl. Math.

Publications

Matthieu Simon
SIR epidemics driven by Feller processes. J. Appl. Probab. 60 (4) (2023)
Griselda Deelstra, Guy Latouche, Matthieu Simon
On barrier option pricing by Erlangization in a regime-switching model with jumps. J. Comput. Appl. Math. 371 (2020)
Claude Lefèvre, Philippe Picard, Matthieu Simon
Epidemic risk and insurance coverage. J. Appl. Probab. 54 (1) (2017)
Griselda Deelstra, Matthieu Simon
Multivariate European option pricing in a Markov-modulated Lévy framework. J. Comput. Appl. Math. 317 (2017)