Emmanuelle Clément

Available identifiers

zbMath Open clement.emmanuelleMaRDI QIDQ308404

List of research outcomes

Publication	Date of Publication	Type
Estimation of a pure-jump stable Cox-Ingersoll-Ross process	2024-11-05	Paper
Hellinger and total variation distance in approximating Lévy driven SDEs	2023-06-05	Paper
Joint estimation for SDE driven by locally stable Lévy processes	2020-08-17	Paper
Estimating functions for SDE driven by stable Lévy processes	2019-11-20	Paper
Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations	2018-03-07	Paper
An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient	2017-11-07	Paper
Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators	2016-09-06	Paper
Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case	2016-05-26	Paper
Asymptotics for the normalized error of the Ninomiya-Victoir scheme	2016-01-20	Paper
Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes	2015-04-28	Paper
Asymptotic lower bounds in estimating jumps	2014-08-08	Paper
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility	2014-04-28	Paper
Morphodynamics during air injection into a confined granular suspension	2013-11-06	Paper
Integration by parts formula and applications to equations with jumps	2012-02-13	Paper
Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations	2011-07-13	Paper
Limit theorems in the Fourier transform method for the estimation of multivariate volatility	2011-06-15	Paper
A duality approach for the weak approximation of stochastic differential equations	2007-02-05	Paper
An analysis of a least squares regression method for American option pricing	2004-03-16	Paper
Pseudo-moderate deviations in the euler method for real diffusion process	2002-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q4719389	2000-07-18	Paper
Estimation of Diffusion Processes by Simulated Moment Methods	1998-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q4878372	1996-07-14	Paper
Estimation of a pure-jump stable Cox-Ingersoll-Ross process	N/A	Paper

Research outcomes over time

This page was built for person: Emmanuelle Clément