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Hacked By Kartz & Phoenix MA
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Rapport de thèse
10. Journaux internationaux
Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model
Confidence intervals for AB-test
Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models with applications to parameter estimation
On parallel implementation of Sequential Monte Carlo methods: the island particle model
Particle approximation improvement of the joint smoothing distribution with on-the-fly variance estimation.
10. Divers
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Thème 1
2. Enseignement
ENSIIE
Projet : Mélange de lois gaussiennes
TELECOM SudParis
TD et TP de calcul stochastique appliqué à la finance
TD et TP de Monte-Carlo appliqué à la finance
Université Paris-Dauphine
Modélisation et simulation stochastique
Hacked By Rasko x Waref x 7€7
10. Miscellaneous
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2. Teaching
ENSIIE
Project : Gaussian mixture
TELECOM SudParis
Monte-Carlo methods applied to finance
Stochastic calculus applied to finance
Université Paris-Dauphine
Stochastic modeling and simulation
Hacked By Rasko x Waref x 7€7
Hacked By Rasko x Waref x 7€7
Hacked By Rasko x Waref x 7€7
Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model
Confidence intervals for AB-test
Hacked By Rasko x Waref x 7€7
On parallel implementation of Sequential Monte Carlo methods: the island particle model
Particle approximation improvement of the joint smoothing distribution with on-the-fly variance estimation.
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Hacked By Kartz & Phoenix MA
Hacked By Rasko x Waref x 7€7
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