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CERMICS
Skip to content
  • Home
  • Organization
    • Overall organization
    • Applied probability
    • Modeling, Analysis and Simulation
    • Optimization
  • Activity
    • PhD and habilitation theses
    • Presentations by PhD students and postdocs
    • Grants and contracts
    • Teaching
    • Activity reports
    • Evaluation reports
  • Seminars
    • Colloquium
    • Applied Mathematics
    • Young Researchers
    • Stochastic methods and finance
    • Data Transitions
  • Cauchy fellowship
  • People
  • How to find us

Mohammed Anass Ben Taleb

PhD Student under the supervision of Bernard Lapeyre, on “Credit Value Adjustment (CVA), A Forward Formula”, started on 1st February 2018.

Financial support from Université Mohammed VI Polytechnique is gratefully acknowledged.

Preprints:
– Anass Ben Taleb, Change of variable formula for local time of continuous semimartingale, https://arxiv.org/abs/1810.10063
– Anass Ben Taleb, On local time at time varying curve, https://arxiv.org/abs/1810.09548

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