Alexandre F. Roch

Orcid: 0000-0002-8206-0765

According to our database1, Alexandre F. Roch authored at least 2 papers between 2011 and 2021.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2021
Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing.
SIAM J. Financial Math., 2021

2011
Liquidity risk, price impacts and the replication problem.
Finance Stochastics, 2011


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