ENSAE)

Identifiers

• name variant ENSAE) 0.60 · backfill

Papers (6)

1. Optimal inventory management and order book modeling q-fin.TR · 2018 · author #2
2. Pivotal estimation in high-dimensional regression via linear programming math.ST · 2013 · author #2
3. Perfect simulation for the Feynman-Kac law on the path space math.PR · 2012 · author #3
4. Sequential Monte Carlo on large binary sampling spaces math.ST · 2011 · author #4
5. Stability of Feynman-Kac formulae with path-dependent potentials math.PR · 2009 · author #2
6. Nonparametric estimation in random coefficients binary choice models math.ST · 2009 · author #2

Mentions

• 1303.7092 #2 · backfill · confidence 0.70 ENSAE)
• 1210.0376 #3 · backfill · confidence 0.70 ENSAE)
• 1101.6037 #4 · backfill · confidence 0.70 ENSAE)
• 0910.4870 #2 · backfill · confidence 0.70 ENSAE)
• 0907.2451 #2 · backfill · confidence 0.70 ENSAE)

Frequent Coauthors

• Nicolas Chopin (CREST 3 shared papers
• Eric Gautier (CREST 2 shared papers
• Sylvain Rubenthaler (JAD) 2 shared papers
• Alexandre Tsybakov (CREST 1 shared papers
• Arnaud Doucet 1 shared papers
• Bruno Bouchard (CEREMADE 1 shared papers
• CEREMADE) 1 shared papers
• Christian Sch\"afer (CREST 1 shared papers
• Christophe Andrieu 1 shared papers
• David Evangelista (KAUST) 1 shared papers
• Nicolas Baradel (CEREMADE 1 shared papers
• Othmane Mounjid (CMAP) 1 shared papers
• Pierre Del Moral (INRIA Bordeaux - Sud-Ouest) 1 shared papers
• PSL) 1 shared papers
• Yuichi Kitamura 1 shared papers