1. Recherche
79 résultats  enregistrer la recherche
hal-00801540v1  Article dans une revue
Rama Cont, Cathrine Jessen. Constant Proportion Debt Obligations (CPDO): Modeling and Risk Analysis
Quantitative Finance, Taylor & Francis (Routledge), 2012, 12 (8), pp.1199-1218. <10.1080/14697688.2012.690885>
...
hal-01058657v1  Pré-publication, Document de travail
Huyen Pham. Long time asymptotics for optimal investment
2014
...
hal-00697125v1  Pré-publication, Document de travail
Fabien Guilbaud, Huyên Pham. Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information
2012
...
hal-00603385v1  Pré-publication, Document de travail
Fabien Guilbaud, Huyen Pham. Optimal High Frequency Trading with limit and market orders
22 pages. 2011
...
hal-00005882v3  Pré-publication, Document de travail
Jean-Yves Audibert, Alexandre Tsybakov. Fast learning rates for plug-in classifiers under the margin condition
36 pages. 2011
...
tel-00011261v1  Thèse
Stéphane Gaiffas. Nonparametric regression and spatially inhomogeneous information
Mathematics [math]. Université Paris-Diderot - Paris VII, 2005. English
...
hal-00114459v2  Pré-publication, Document de travail
Katia Meziani. Nonparametric estimation of the purity of a quantum state in quantum homodyne tomography with noisy data.
2007
...
hal-00651239v1  Pré-publication, Document de travail
Jean-Baptiste Monnier. Spectral analysis of restricted call and put operators and application to stable risk-neutral density recovery
47 pages, 17 figures, 1 table. 2011
...
hal-00498479v3  Pré-publication, Document de travail
Laurence Carassus, Emmanuel Temam. Pricing and Hedging Basis Risk under No Good Deal Assumption
2010
...
tel-00351294v1  Thèse
Katia Meziani. Estimations et tests non paramétriques en tomographie quantique homodyne
Mathématiques [math]. Université Paris-Diderot - Paris VII, 2008. Français
...
hal-01215350v1  Pré-publication, Document de travail
Alexandre Boumezoued, Nicole El Karoui, Stéphane Loisel. Measuring mortality heterogeneity with multi-state models and interval-censored data
2015
...
hal-00663136v1  Article dans une revue
Caroline Hillairet, Ying Jiao. Credit Risk with asymmetric information on the default threshold
Stochastics An International Journal of Probability and Stochastic Processes, Taylor & Francis, 2012, pp.DOI:10.1080/17442508.2011.575944
...
hal-00067763v1  Pré-publication, Document de travail
Lucien Birgé. The Brouwer Lecture 2005: Statistical estimation with model selection
2006
...
hal-00697224v1  Pré-publication, Document de travail
Rama Cont, Lakshithe Wagalath. Fire Sales Forensics: Measuring Endogenous Risk
2012
...
hal-00629929v1  Rapport
Rama Cont, Romain Deguest, Xuedong He. Loss-Based Risk Measures
2011
...
hal-00007738v1  Pré-publication, Document de travail
Karine Bertin. Minimax exact constant in sup-norm for nonparametric regression with random design
2004
...
hal-00004754v1  Pré-publication, Document de travail
Clementine Dalelane. Exact minimax risk for density estimators in non-integer Sobolev classes
2005
...
hal-00365499v1  Pré-publication, Document de travail
Ying Jiao, Huyen Pham. Optimal investment with counterparty risk: a default-density modeling approach
2009
...
hal-00679037v1  Pré-publication, Document de travail
Simone Scotti. Asset Pricing under uncertainty
2012
...
hal-00578008v1  Article dans une revue
Rama Cont, Yu Hang Kan. Dynamic hedging of portfolio credit derivatives
SIAM Journal on Financial Mathematics, SIAM, 2011, 2 (1), pp.112-140. <10.1137/090750937>
...
hal-00525800v1  Pré-publication, Document de travail
René Aid, Luciano Campi, Nicolas Langrené. A structural risk-neutral model for pricing and hedging power derivatives
2010
...
hal-00374608v1  Pré-publication, Document de travail
Laurence Carassus, Miklos Rasonyi. Risk-averse asymptotics for reservation prices
2009
...
hal-00639667v1  Pré-publication, Document de travail
Miryana Grigorova. Stochastic dominance with respect to a capacity and risk measures
2011
...
hal-00361218v1  Pré-publication, Document de travail
Cristina Butucea, Katia Meziani. Quadratic functional estimation in inverse problems
2009
...
hal-00273631v2  Pré-publication, Document de travail
Jean-Marie Aubry, Cristina Butucea, Katia Meziani. State estimation in quantum homodyne tomography with noisy data
2008
...
hal-00400666v1  Pré-publication, Document de travail
Giorgia Callegaro, Abass Sagna. An application to credit risk of a hybrid Monte Carlo-Optimal quantization method
22 pages. 2009
...
hal-00675925v5  Pré-publication, Document de travail
Pietro Fodra, Mauricio Labadie. High-frequency market-making with inventory constraints and directional bets
2012
...
hal-00131578v2  Pré-publication, Document de travail
Huyen Pham. Some applications and methods of large deviations in finance and insurance
2007
...
hal-00138840v1  Pré-publication, Document de travail
Guillaume Lecué. Suboptimality of Penalized Empirical Risk Minimization in Classification
15 pages. 2007
...
hal-00778520v2  Pré-publication, Document de travail
Gérard Biau, Luc Devroye. Cellular Tree Classifiers
2013

Contact

support.ccsd.cnrs.fr
hal.support@ccsd.cnrs.fr
Logo CCSD