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hal-00507787v1  Article dans une revue
Pierre EtoreEmmanuel GobetStochastic expansion for the pricing of call options with discrete dividends
Applied Mathematical Finance, Taylor & Francis (Routledge): SSH Titles, 2012, 19 (3), pp.233-264. <10.1080/1350486X.2011.620397>
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hal-00985588v2  Article dans une revue
Pierre EtoreEster MariucciL_1-distance for additive processes with time-homogeneous Lévy measures
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2014, 19 (paper no. 57), 10 pp. <10.1214/ECP.v19-3678>
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hal-00608221v2  Article dans une revue
Pierre EtoreMiguel MartinezOn the existence of a time inhomogeneous skew Brownian motion and some related laws
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2012, 17, pp.19:1-27. <10.1214/EJP.v17-1858>
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hal-00827173v2  Pré-publication, Document de travail
Pierre EtoreSana LouhichiEster MariucciAsymptotic equivalence of jumps Lévy processes and their discrete counterpart
Shorter version focusing on the statistical analysis of the Lévy measure. A new example has been .. 2013
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hal-00680775v4  Article dans une revue
Pierre EtoreStéphane LabbéJérôme LelongLong time behaviour of a stochastic nanoparticle
Journal of Differential Equations, Elsevier, 2014, 257 (6), pp.2115-2135. <10.1016/j.jde.2014.05.033>