Emmanuelle CLÉMENT
- Fiche
- Publications
Nom: | CLÉMENT |
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Prénom: | Emmanuelle | |
Site: | UGE | |
Bureau: | 4B 071 | |
Téléphone: | +33 1 60 95 76 84 | |
Situation: | Permanent | |
Statut: | Maître de conférences | |
Équipe de recherche: | Probabilités et statistiques | |
Courriel: | emmanuelle.clement [at] univ-eiffel.fr | |
Page personnelle: | http://perso.math.u-pem.fr/clement.emmanuelle/ | |
Publications au sein du laboratoire
La liste ci-dessous présente les publications du membre obtenues pendant sa présence au sein du laboratoire. Les données proviennent des serveurs de HAL ; il peut donc y avoir des oublis, des doublons ou des erreurs.
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Lamn property for the drift and volatility parameters of a SDE driven by a stable LEVY process
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Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process
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Asymptotics for the normalized error of the Ninomiya-Victoir scheme
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Ninomiya-Victoir scheme : Multilevel Monte-Carlo estimators and discretization of the involved Ordinary Differential Equations
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Ninomiya–Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators
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Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators
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Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable L\'evy processesStochastic Processes and their Applications 123 (2015) 2316-2352
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Asymptotic lower bounds in estimating jumps
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An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
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Weak limit theorem in the Fourier tranform method for the estimation of multivariate volatility
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Integration by parts formula and applications to equations with jumps
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A duality approach for the weak approximation of stochastic differential equations
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An analysis of a least squares regression method for American option pricing

Laboratoire d'Analyse et de Mathématiques Appliquées
Université Gustave Eiffel
Université Gustave Eiffel
5 boulevard Descartes
Bâtiment Copernic
77420 Champs-sur-Marne