Edit Profile (opens in new tab) Mariapragassam, Matthieu Co-Author Distance Author ID: mariapragassam.matthieu Published as: Mariapragassam, Matthieu Documents Indexed: 3 Publications since 2016 Co-Authors: 3 Co-Authors with 3 Joint Publications 109 Co-Co-Authors Co-Authors 0 single-authored 3 Reisinger, Christoph 2 Cozma, Andrei S. 1 Hambly, Ben M. Serials 2 SIAM Journal on Financial Mathematics 1 Quantitative Finance Fields 3 Numerical analysis (65-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3 Publications have been cited 26 times in 21 Documents Cited by ▼ Year ▼ Convergence of an Euler scheme for a hybrid stochastic-local volatility model with stochastic rates in foreign exchange markets. Zbl 1408.91209 Cozma, Andrei; Mariapragassam, Matthieu; Reisinger, Christoph 14 2018 A forward equation for barrier options under the Brunick & Shreve Markovian projection. Zbl 1465.91128 Hambly, Ben; Mariapragassam, Matthieu; Reisinger, Christoph 8 2016 Calibration of a hybrid local-stochastic volatility stochastic rates model with a control variate particle method. Zbl 1411.91618 Cozma, Andrei; Mariapragassam, Matthieu; Reisinger, Christoph 4 2019 Calibration of a hybrid local-stochastic volatility stochastic rates model with a control variate particle method. Zbl 1411.91618 Cozma, Andrei; Mariapragassam, Matthieu; Reisinger, Christoph 4 2019 Convergence of an Euler scheme for a hybrid stochastic-local volatility model with stochastic rates in foreign exchange markets. Zbl 1408.91209 Cozma, Andrei; Mariapragassam, Matthieu; Reisinger, Christoph 14 2018 A forward equation for barrier options under the Brunick & Shreve Markovian projection. Zbl 1465.91128 Hambly, Ben; Mariapragassam, Matthieu; Reisinger, Christoph 8 2016 all cited Publications top 5 cited Publications all top 5 Cited by 36 Authors 5 Reisinger, Christoph 4 Cozma, Andrei S. 2 Mariapragassam, Matthieu 2 Redmann, Martin 1 Bayer, Christian 1 Berthe, Edouard 1 Cheng, Ya 1 Choi, Sun-Yong 1 Cui, Zhenyu 1 Dang, Duy Minh 1 Farkas, Walter 1 Ferrari, Francesco 1 Gapeev, Pavel V. 1 Goyal, Pawan 1 Hientzsch, Bernhard 1 Köpfer, Benedikt 1 La Bua, Gaetano 1 Liu, Zhichao 1 Marazzina, Daniele 1 Ögetbil, Orcan 1 Ortiz-Gracia, Luis 1 Qiao, Huijie 1 Rodosthenous, Neofytos 1 Rüschendorf, Ludger 1 Saeed, Tareq 1 Stockinger, Wolfgang 1 Ulrych, Urban 1 Wang, Hao 1 Wang, Rongming 1 Wang, Yunchen 1 Wei, Jiaqin 1 Wu, Jianglun 1 Ye, Yong 1 Yoon, Ji-Hun 1 Zheng, Chao 1 Zhu, Dan all top 5 Cited in 15 Serials 4 SIAM Journal on Financial Mathematics 3 European Journal of Operational Research 2 SIAM Journal on Numerical Analysis 1 Journal of Mathematical Analysis and Applications 1 Chaos, Solitons and Fractals 1 Journal of Computational and Applied Mathematics 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Applied Numerical Mathematics 1 Stochastic Processes and their Applications 1 Fractals 1 Applied Mathematical Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Decisions in Economics and Finance 1 Frontiers of Mathematical Finance all top 5 Cited in 9 Fields 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Probability theory and stochastic processes (60-XX) 10 Numerical analysis (65-XX) 2 Partial differential equations (35-XX) 2 Operations research, mathematical programming (90-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistics (62-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Citations by Year