The following pages link to Frederi G. Viens (Q506096):
Displayed 50 items.
- (Q428692) (redirect page) (← links)
- Arbitrage-free models in markets with transaction costs (Q428693) (← links)
- Symposium on stochastic volatility: an introductory overview (Q470512) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
- Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
- Parameter estimation of Gaussian stationary processes using the generalized method of moments (Q521302) (← links)
- Skorohod integration and stochastic calculus beyond the fractional Brownian scale (Q556245) (← links)
- Mutual fund performance: false discoveries, bias, and power (Q645510) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- (Q705316) (redirect page) (← links)
- Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation (Q705317) (← links)
- Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent (Q734658) (← links)
- Quadratic variations for the fractional-colored stochastic heat equation (Q743502) (← links)
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis (Q849014) (← links)
- Sharp asymptotics for the partition function of some continuous-time directed polymers (Q944295) (← links)
- Superdiffusivity for a Brownian polymer in a continuous Gaussian environment (Q948741) (← links)
- Almost sure exponential behavior of a directed polymer in a fractional Brownian environment (Q960550) (← links)
- Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
- The fractional stochastic heat equation on the circle: Time regularity and potential theory (Q1016627) (← links)
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308) (← links)
- Density formula and concentration inequalities with Malliavin calculus (Q1039184) (← links)
- Stochastic evolution equations with fractional Brownian motion (Q1416779) (← links)
- Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
- Almost sure exponential behaviour for a parabolic SPDE on a manifold. (Q1766025) (← links)
- Itô formula and local time for the fractional {B}rownian sheet (Q1767507) (← links)
- Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity (Q1774173) (← links)
- Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function (Q1800941) (← links)
- Evolution equation of a stochastic semigroup with white-noise drift. (Q1872502) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- On space-time regularity for the stochastic heat equation on Lie groups (Q1969455) (← links)
- Stochastic heat equation with white-noise drift (Q1978133) (← links)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach (Q2154948) (← links)
- Reconstructing past temperatures from natural proxies and estimated climate forcings using short- and long-memory models (Q2258556) (← links)
- Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
- Donsker type theorem for fractional Poisson process (Q2322591) (← links)
- Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes (Q2373795) (← links)
- Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124) (← links)
- Comparison inequalities on Wiener space (Q2436789) (← links)
- Time regularity of the evolution solution to the fractional stochastic heat equation (Q2471404) (← links)
- Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space (Q2498925) (← links)
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes (Q2787468) (← links)
- A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences (Q2805293) (← links)
- Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)