Person

Lotfi Boudabsa

This person is no longer with EPFL

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https://people.epfl.ch/lotfi.boudabsa

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Lotfi Boudabsa

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Ensemble learning for portfolio valuation and risk management

Closed form approximation methods for portfolio valuation and risk management

Some Properties of the Kilbas-Saigo Function

Ensemble learning for portfolio valuation and risk management

Closed form approximation methods for portfolio valuation and risk management

Some Properties of the Kilbas-Saigo Function