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Chataigner, Marc

Co-Author Distance
Author ID: chataigner.marc Recent zbMATH articles by "Chataigner, Marc"
Published as: Chataigner, Marc
Documents Indexed: 2 Publications since 2020
Co-Authors: 5 Co-Authors with 2 Joint Publications
104 Co-Co-Authors

Co-Authors

0 single-authored
2 Crepey, Stephane
1 Albanese, Claudio
1 Cousin, Areski
1 Dixon, Matthew F.
1 Gueye, Djibril

Serials

1 SIAM Journal on Financial Mathematics

Fields

2 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Statistics (62-XX)
1 Computer science (68-XX)

Publications by Year

Citations contained in zbMATH Open

2 Publications have been cited 4 times in 4 Documents Cited by ▼ Year ▼
Wealth transfers, indifference pricing, and XVA compression schemes. Zbl 1448.91327
Albanese, Claudio; Chataigner, Marc; Crépey, Stéphane
2
2020
Short communication: Beyond surrogate modeling: learning the local volatility via shape constraints. Zbl 1476.91178
Chataigner, Marc; Cousin, Areski; Crépey, Stéphane; Dixon, Matthew; Gueye, Djibril
2
2021
Short communication: Beyond surrogate modeling: learning the local volatility via shape constraints. Zbl 1476.91178
Chataigner, Marc; Cousin, Areski; Crépey, Stéphane; Dixon, Matthew; Gueye, Djibril
2
2021
Wealth transfers, indifference pricing, and XVA compression schemes. Zbl 1448.91327
Albanese, Claudio; Chataigner, Marc; Crépey, Stéphane
2
2020
all top 5

Cited by 13 Authors

1 Bastide, Dorinel
1 Bergeron, Maxime
1 Crepey, Stephane
1 Drapeau, Samuel
1 Jaimungal, Sebastian
1 Lee, Junbeom
1 Ludkovski, Michael
1 Ning, Brian
1 Saporito, Yuri F.
1 Sturm, Stephan
1 Tadese, Mekonnen
1 Zhang, Xiaorong
1 Zhou, Chao

Cited in 3 Serials

2 SIAM Journal on Financial Mathematics
1 Applied Mathematical Finance
1 Frontiers of Mathematical Finance

Cited in 3 Fields

4 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Computer science (68-XX)
1 Probability theory and stochastic processes (60-XX)

Citations by Year