Hélène Halconruy

Available identifiers

zbMath Open halconruy.heleneMaRDI QIDQ2274275

List of research outcomes

Publication	Date of Publication	Type
On a projection least squares estimator for jump diffusion processes	2024-03-16	Paper
The insider trading problem in a jump-binomial model	2023-11-17	Paper
Malliavin calculus for marked binomial processes and applications	2023-01-23	Paper
The insider problem in the trinomial model: a discrete-time jump process approach	2021-06-29	Paper
Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation	2021-04-02	Paper
Malliavin and Dirichlet structures for independent random variables	2019-09-19	Paper
Robust density estimation with the $\mathbb{L}_{1}$-loss. Applications to the estimation of a density on the line satisfying a shape constraint	N/A	Paper

Research outcomes over time

This page was built for person: Hélène Halconruy