The following pages link to Frédéric Vrins (Q297141):
Displaying 21 items.
- Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142) (← links)
- On the entropy minimization of a linear mixture of variables for source separation (Q956255) (← links)
- Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures (Q1749526) (← links)
- Sibuya copulas (Q1931871) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- Piecewise constant martingales and lazy clocks (Q2296122) (← links)
- Mixing and Non-Mixing Local Minima of the Entropy Contrast for Blind Source Separation (Q3548859) (← links)
- Is the General Form of Renyi’s Entropy a Contrast for Source Separation? (Q3608533) (← links)
- A SUBORDINATED CIR INTENSITY MODEL WITH APPLICATION TO WRONG-WAY RISK CVA (Q4555855) (← links)
- On the Risk of Using RÉnyi's Entropy for Blind Source Separation (Q4569093) (← links)
- WRONG-WAY RISK CVA MODELS WITH ANALYTICAL EPE PROFILES UNDER GAUSSIAN EXPOSURE DYNAMICS (Q4595298) (← links)
- Conic martingales from stochastic integrals (Q4642730) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES (Q5274991) (← links)
- Independent Component Analysis and Blind Signal Separation (Q5898407) (← links)
- Independent Component Analysis and Blind Signal Separation (Q5898408) (← links)
- Independent Component Analysis and Blind Signal Separation (Q5898429) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- On the Combination of Naive and Mean-Variance Portfolio Strategies (Q6626255) (← links)
