LSE creators

Number of items: 2.
Public
  • Gapeev, Pavel V., Brockhaus, Olivier, Dubois, Mathieu (2018). On some functionals of the first passage times in models with switching stochastic volatility. International Journal of Theoretical and Applied Finance,
  • Dubois, Mathieu (2015). Topics in portfolio optimisation and systemic risk [Doctoral thesis]. London School of Economics and Political Science.