M. du Roy de Chaumaray
From MaRDI portal
Person:4684957
Available identifiers
zbMath Open du-roy-de-chaumaray.mMaRDI QIDQ4684957
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process | 2020-11-05 | Paper |
Weighted least-squares estimation for the subcritical Heston process | 2018-09-26 | Paper |
Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process | 2017-10-16 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: M. du Roy de Chaumaray