Raphaël Douady

Available identifiers

Publication	Date of Publication	Type
Artificial intelligence for financial markets. The polymodel approach	2022-04-05	Paper
Crisis risk prediction with concavity from polymodel	2022-01-20	Paper
Yield curve smoothing and residual variance of fixed income positions	2018-12-13	Paper
On the super-additivity and estimation biases of quantile contributions	2018-11-13	Paper
An empirical approach to financial crisis indicators based on random matrices	2018-06-07	Paper
Optimal Transport Filtering with Particle Reweighing in Finance	2017-04-25	Paper
Financial crisis dynamics: attempt to define a market instability indicator	2014-01-24	Paper
Mathematical definition, mapping, and detection of (anti)fragility	2014-01-23	Paper
https://portal.mardi4nfdi.de/entity/Q3628130	2009-05-19	Paper
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION	2008-09-03	Paper
Static Hedging of Barrier Options with a Smile: An Inverse Problem	2003-08-19	Paper
Systèmes dynamiques non autonomes: Démonstration d'un théorème de Pustyl'nikov. (Non-autonomous dynamical systems: A proof of a theorem of Pustyl'nikov)	1989-01-01	Paper
Stabilité ou instabilité des points fixes elliptiques	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3791941	1988-01-01	Paper
Regular dependence of invariant curves and Aubry–Mather sets of twist maps of an annulus	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3319450	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3968192	1982-01-01	Paper

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