Maximum likelihood estimation for Wishart processesAlfonsi, Aurélien; Kebaier, Ahmed; Rey, Clément · Stochastic Processes and their Applications · 2016

GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONSALFONSI, AURÉLIEN; JOURDAIN, BENJAMIN · International Journal of Theoretical and Applied Finance · 2008

STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMSAlfonsi, Aurélien; Labart, Céline; Lelong, Jérôme · Mathematical Finance · 2016

New Families of Copulas Based on Periodic FunctionsAlfonsi, Aurélien; Brigo, Damiano · Communications in Statistics - Theory and Methods · 2005

A mean-reverting SDE on correlation matricesAhdida, Abdelkoddousse; Alfonsi, Aurélien · Stochastic Processes and their Applications · 2013

Capacitary Measures for Completely Monotone Kernels via Singular ControlAlfonsi, Aurélien; Schied, Alexander · SIAM Journal on Control and Optimization · 2013

A simple proof for the convexity of the Choquet integralAlfonsi, Aurélien · Statistics & Probability Letters · 2015

A CLOSED-FORM EXTENSION TO THE BLACK-COX MODELALFONSI, AURÉLIEN; LELONG, JÉRÔME · International Journal of Theoretical and Applied Finance · 2012

On $phi $-amicable pairsCohen, Graeme L.; te Riele, Herman J. J. · Mathematics of Computation of the American Mathematical Society · 1998

Factors of generalized Fermat numbersBjörn, Anders; Riesel, Hans · Mathematics of Computation of the American Mathematical Society · 1998

Convective difference schemesRoberts, K. V.; Weiss, N. O. · Mathematics of Computation · 1966

Spectral approximation for compact operatorsOsborn, John E. · Mathematics of Computation · 1975

Machines for solving algebraic equationsFrame, J. S. · Mathematics of Computation · 1945

Generation of Permutations by Adjacent TranspositionSelmer M. Johnson · Mathematics of Computation · 1963

The Finite Element Method with PenaltyIvo Babuška · Mathematics of Computation · 1973

Rational Landen Transformations on RDante Manna and Victor H. Moll · Mathematics of Computation · 2007