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Stochastic volatility models as hidden Markov models and statistical applications
V Genon-Catalot
,
T Jeantheau
,
C Laredo
Journal articles
hal-00693752v1
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Concentration of measure inequalities for Markov chains and Φ-mixing processes
Paul-Marie Samson
Journal articles
hal-01586214v1
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On the entropy of the convex hull of finite sets
I Kyrezi
Journal articles
hal-00693848v1
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Boundedness up to blow-up of the difference between two solutions to a semilinear heat equation
Clotilde Fermanian Kammerer
,
Hatem Zaag
Journal articles
istex
hal-02326207v1
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Malliavin calculus for parabolic SPDEs with jumps
Nicolas Fournier
Journal articles
hal-01793318v1
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On the p-affine surface area
Mathieu Meyer
,
E Werner
Journal articles
hal-00693775v1
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Sectional bodies associated with a convex body
Matthieu Fradelizi
Journal articles
hal-00693806v1
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Existence and regularity study for two-dimensional Kac equation without cutoff by a probabilistic approach
Nicolas Fournier
Journal articles
hal-01793330v1
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Sublinear price functionals under portfolio constraints
Pf Koehl
,
H Pham
Journal articles
hal-00693788v1
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Optimal stopping and embedding
Damien Lamberton
,
Lcg Rogers
Journal of Applied Probability, 2000, 37 (4), pp.1143--1148
Journal articles
hal-00693753v1
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An extension of Bourdaud-Kateb-Meyer theorem
S Korry
Journal articles
istex
hal-00693767v1
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Moderate deviations principles for self-normalized martingales
J Worms
Journal articles
istex
hal-00693779v1
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Embedded minimal ends of finite type
Laurent Hauswirth
,
Joaquín Pérez
,
Pascal Romon
Journal articles
hal-00175489v1
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Hamiltonian stationary Lagrangian surfaces in Hermitian symmetric spaces
Frédéric Hélein
,
Pascal Romon
Mathematical Society of Japan 9thInternational Research Institute on Integrable Systems in Differential Geometry, 2000, Tokyo, Japan. pp.161-178
Conference papers
hal-00739688v1
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Estimation of the volatility diffusion coefficient for a stochastic volatility model
Arnaud Gloter
Journal articles
istex
hal-00693795v1
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