Premia version 14 Team
March 5, 2012
The version 14 of Premia has been mainly developed by:
- Jérôme Lelong is Assistant Professor at Ensimag Grenoble.
- Antonino Zanette is Professor at Udine University.
- Sidi Ould-Aly is a engineer at I.N.R.I.A .
- Aurélien Alfonsi is Assistant Professor C.E.R.M.I.C.S. .
- Ahmed Kebaier is Assistant Professor at Paris 12 University.
- Oleg Kudryavtsev is Professor at Russian Customs Academy
- Céline Labart is Assistant Professor at Savoie University.
- Ludovic Goudenege is Researcher at CNRS.
- Xiao Wei is Assistant Professor at School of Insurance, Beijing
- Davide Marazzina is researcher at Politecnico di Milano.
- David Skovmand is researcher at Aarhus University.
- Abdel Ahdida is a P.H.D. student at C.E.R.M.I.C.S. .
- Stefano Di Marco is a postdoc at C.E.R.M.I.C.S. .
- Lokman A. Abbas-Turki is a P.H.D. student at University of Paris
- Maxence Jeunesse is a P.H.D. student at University of Paris Est.
- Duc Phuong Nguyen is a Ecole Polytechiquea Master student. He
wrote algorithms for option pricing with the Bergomi model and the
revisited Bergomi model as underlying assets under the supervision of
- Orrego Ignacio is a Ecole Polytechiquea Master student. He wrote
algorithms for option pricing in the Hunt Kennedy multidimensional
- Jean Philippe Chancellier is Professor at C.E.R.M.I.C.S. .
- Anton Kolotaev is a engineer at I.N.R.I.A .