Yann Samuelides

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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 tractable market model with jumps for pricing short-term interest rate derivatives
Quantitative Finance
2019-01-14Paper
Locally stationary covariance and signal estimation with macrotiles
IEEE Transactions on Signal Processing
2017-09-08Paper
Forward and Markov approximation: the strong-intensity-fluctuations regime revisited
Waves in Random and Complex Media
1999-07-07Paper


Research outcomes over time


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