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