Emmanuel Hanert

Catholic University of Louvain (UCL)

Place Montesquieu, 3

Louvain-la-Neuve, 1348

Belgium

http://www.uclouvain.be/mila

SCHOLARLY PAPERS

2

DOWNLOADS

121

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Meshfree Approximation for Multi-Asset Options

ICMA Centre Discussion Papers in Finance DP2009-07
Number of pages: 22 Posted: 28 Jun 2009
Emmanuel Hanert and Aanand Venkatramanan
Catholic University of Louvain (UCL) and University of Reading - ICMA Centre
Downloads 121 (296,962)

Abstract:

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multi-asset options, radial basis function, meshfree approximation, collocation, multi-dimensional Levy process, basket options, PIDE, PDE

2.

A Fractional-Order Diffusion Model to Predict Transgenic Pollen Dispersal

Proceedings of International Conference on Fractional Differentiation and its Applications (ICFDA) 2018
Posted: 20 Dec 2018
Catholic University of Louvain (UCL), Université Catholique de Louvain, University of British Columbia Okanagan and Université Catholique de Louvain

Abstract:

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bee-mediated pollen dispersal, genetically modified crops, isolation distances, truncated Lévy flights, anomalous diffusion