Applied mathematics Professor at Université de Paris Dauphine -PSL, member of the CEREMADE laboratory, former member of the Universitary Institute of France, former student (élève) of the ENS Ulm.
NEW: report on generative models « Deepfakes & Algorithmes: Menace ou Opportunité ? »(click here to read)
Generative models are used in machine (deep) learning, for the imaginative side of artificial intelligence.
Book (in French)
"Stochastic calculus for the evaluation and hedging of contingent claims - with exercices, programming and case studies" by Imen Ben Tahar, José Trashorras & Gabriel Turinici
Pdf version here: since this is a copyrighted document please do not distribute without previous written consent.
Erratum: a list of corrections here and the updated book here.