The following pages link to Emmanuelle Clément (Q308404):
Displaying 18 items.
- Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405) (← links)
- Asymptotic lower bounds in estimating jumps (Q395992) (← links)
- Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
- Integration by parts formula and applications to equations with jumps (Q662819) (← links)
- A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
- An analysis of a least squares regression method for American option pricing (Q1424693) (← links)
- An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient (Q1676446) (← links)
- Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
- Estimating functions for SDE driven by stable Lévy processes (Q2337827) (← links)
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
- Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations (Q3015675) (← links)
- Estimation of Diffusion Processes by Simulated Moment Methods (Q4367881) (← links)
- Pseudo-moderate deviations in the euler method for real diffusion process (Q4543515) (← links)
- Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416) (← links)
- (Q4719389) (← links)
- (Q4878372) (← links)
- Hellinger and total variation distance in approximating Lévy driven SDEs (Q6104024) (← links)
