Cyrille Dubarry

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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
On parallel implementation of sequential Monte Carlo methods: the island particle model
Statistics and Computing
2016-02-23Paper
Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model
Quantitative Finance
2014-09-05Paper
Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models
Bernoulli
2014-02-04Paper


Research outcomes over time


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