Raphaël Douady

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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!

Publication	Date of Publication	Type
Artificial intelligence for financial markets. The polymodel approach Financial Mathematics and Fintech	2022-04-05	Paper
Crisis risk prediction with concavity from polymodel Journal of Dynamics and Games	2022-01-20	Paper
Yield curve smoothing and residual variance of fixed income positions Inspired by Finance	2018-12-13	Paper
On the super-additivity and estimation biases of quantile contributions Physica A	2018-11-13	Paper
An empirical approach to financial crisis indicators based on random matrices International Journal of Theoretical and Applied Finance	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 Quantitative Finance	2014-01-24	Paper
Mathematical definition, mapping, and detection of (anti)fragility Quantitative Finance	2014-01-23	Paper
scientific article; zbMATH DE number 5555023 (Why is no real title available?)	2009-05-19	Paper
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION International Journal of Theoretical and Applied Finance	2008-09-03	Paper
Static Hedging of Barrier Options with a Smile: An Inverse Problem ESAIM: Control, Optimisation and Calculus of Variations	2003-08-19	Paper
Static Hedging of Barrier Options with a Smile: An Inverse Problem ESAIM: Control, Optimisation and Calculus of Variations	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) Journal de Mathématiques Pures et Appliquées. Neuvième Série	1989-01-01	Paper
Stabilité ou instabilité des points fixes elliptiques Annales Scientifiques de l?tcole Normale Sup�rieure	1988-01-01	Paper
Stabilité ou instabilité des points fixes elliptiques Annales Scientifiques de l?tcole Normale Sup�rieure	1988-01-01	Paper
scientific article; zbMATH DE number 4056637 (Why is no real title available?)	1988-01-01	Paper
Regular dependence of invariant curves and Aubry–Mather sets of twist maps of an annulus Ergodic Theory and Dynamical Systems	1988-01-01	Paper
scientific article; zbMATH DE number 3850127 (Why is no real title available?)	1983-01-01	Paper
scientific article; zbMATH DE number 3791297 (Why is no real title available?)	1982-01-01	Paper

Research outcomes over time

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