Sylvain Corlay
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Person:2260449
Available identifiers
zbMath Open corlay.sylvainMaRDI QIDQ2260449
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! |
| Publication | Date of Publication | Type |
|---|---|---|
| Functional quantization-based stratified sampling methods | 2015-03-10 | Paper |
| MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS | 2014-05-14 | Paper |
| Partial functional quantization and generalized bridges | 2014-05-05 | Paper |
| Properties of the Ornstein-Uhlenbeck bridge | 2013-10-21 | Paper |
| B-spline techniques for volatility modeling | 2013-06-05 | Paper |
| The Nystr\"om method for functional quantization with an application to the fractional Brownian motion | 2010-09-07 | Paper |
Research outcomes over time
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