Clarence Simard

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A stochastic control problem with linearly bounded control rates in a Brownian model
SIAM Journal on Control and Optimization
2021-09-22Paper
Pricing European options in a discrete time model for the limit order book
Methodology and Computing in Applied Probability
2020-01-13Paper
Martingale decomposition of an L^2 space with nonlinear stochastic integrals
Journal of Applied Probability
2019-12-17Paper
A profitable modification to global quadratic hedging
Journal of Economic Dynamics and Control
2019-07-12Paper
Forecasting time series with multivariate copulas
Dependence Modeling
2015-06-23Paper
Decision trees do not generalize to new variations
Computational Intelligence
2012-03-30Paper


Research outcomes over time


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