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Bruno R\'emillard

Identifiers

  • name variant Bruno R\'emillard 0.60 · backfill

Papers (8)

  1. Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model q-fin.PR · 2017 · author #2
  2. A level-1 Limit Order book with time dependent arrival rates q-fin.TR · 2017 · author #3
  3. Combining losing games into a winning game math.PR · 2015 · author #1
  4. On the empirical multilinear copula process for count data math.ST · 2014 · author #3
  5. A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing q-fin.CP · 2010 · author #2
  6. Discussion of: Brownian distance covariance stat.AP · 2010 · author #1
  7. Asymptotic local efficiency of Cram\'{e}r--von Mises tests for multivariate independence math.ST · 2007 · author #3
  8. Malliavin calculus and Clark-Ocone formula for functionals of a square-integrable L\'evy process math.PR · 2007 · author #2

Mentions

  • 1507.07910 #1 · backfill · confidence 0.70 Bruno R\'emillard
  • 1407.1200 #3 · backfill · confidence 0.70 Bruno R\'emillard
  • 1011.3247 #2 · backfill · confidence 0.70 Bruno R\'emillard
  • 1010.0838 #1 · backfill · confidence 0.70 Bruno R\'emillard
  • 0708.0485 #3 · backfill · confidence 0.70 Bruno R\'emillard
  • 0707.3734 #2 · backfill · confidence 0.70 Bruno R\'emillard

Frequent Coauthors