394 articles – 180 references  [version française]
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fulltext access Propagation des incertitudes sur des problèmes de l'obstacle en grande dimension
Ehrlacher V.
[inria-00510254 - version 1] (2010-08-17)
fulltext access Propagation d'incertitudes
Lelievre T.
[inria-00496681 - version 1] (2010-07-01)
fulltext access Exact and high order discretization schemes for Wishart processes and their affine extensions
Ahdida A., Alfonsi A.
[hal-00491371 - version 1] (11/06/2010)
On the two oldest families for the Wright-Fisher process
Delmas J.-F., Dhersin J.-S., Siri-Jegousse A.
Electronic Journal of Probability 15 (2010) 776-800 [hal-00674632 - version 1]
fulltext access Infinite dimensional stochastic calculus via regularization
Russo F., Di Girolami C.
[inria-00473947 - version 1] (16/04/2010)
fulltext access The lent particle method for marked point processes
Bouleau N.
Séminaire de Probabilités XLIII (2010) 341-349 [hal-00781426 - version 1]
fulltext access Pruning a Lévy continuum random tree
Abraham R., Delmas J.-F., Voisin G.
Electronic Journal of Probability 15 (2010) 1429-1473 [hal-00270803 - version 3]
fulltext access Optimal trade execution and absence of price manipulations in limit order book models
Alfonsi A., Schied A.
SIAM Journal on Financial Mathematics 1 (2010) 490-522 [hal-00397652 - version 3]
fulltext access The Lent Particle Method, Application to Multiple Poisson Integrals
Bouleau N.
Bulletin of the Greek Mathematical Society 57 (2010) 47-81 [hal-00473744 - version 1]
fulltext access Optimal execution strategies in limit order books with general shape functions
Alfonsi A., Fruth A., Schied A.
Quantitative Finance 10, 2 (2010) 143-157 [hal-00166969 - version 3]