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Arbitrage and super-replication cost with convex constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980462
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On the score function of the box-cox tranformation [transformation] for integrated time series
Guerre, Emmanuel - 1995
Persistent link: https://www.econbiz.de/10000908210
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Design adaptive pointwise nearest neighbor regression
Guerre, Emmanuel - 1997
Persistent link: https://www.econbiz.de/10000980272
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Optimal investment with taxes : an optimal control problem with endogenous delay
Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980449
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Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169
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Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel; Maes, J. - 1998
Persistent link: https://www.econbiz.de/10000984193
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Asymptotic properties of HPD regions in the discrete case
Rousseau, Judith - 1997
Persistent link: https://www.econbiz.de/10000968639
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Coverage properties of one-sided intervals in the discrete case and application to matching priors
Rousseau, Judith - 1997
Persistent link: https://www.econbiz.de/10000968640
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The general asymptotic behavior of estimators of the box-cox model for integrated times series
Guerre, Emmanuel - 1995
Persistent link: https://www.econbiz.de/10000921097
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American options exercise boundary when the volatility changes randomly
Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924111