Reveillac, Anthony

1. An expansion formula for Hawkes processes and application to cyber-insurance derivatives
   2021/04/04 by Hillairet, Caroline, Reveillac, Anthony, Rosenbaum, Mathieu · 4 citations
   #FOS: Mathematics #Probability (math.PR)
2. The Malliavin-Stein method for Hawkes functionals
   2021/04/04 by Caroline Hillairet, Hillairet, Caroline, Lorick Huang +5 · 2 citations
   Mathematics · #FOS: Mathematics #Geometric Analysis and Curvature Flows #Point processes and geometric inequalities #Probability (math.PR) #Random Matrices and Applications
3. A Note on BSDEs with singular coefficients
   2013/09/19 by Jeanblanc, Monique, Reveillac, Anthony · 1 citation
   #FOS: Mathematics #Probability (math.PR)
4. Explicit correlations for the Hawkes processes
   2023/04/05 by Hillairet, Caroline, Reveillac, Anthony · 1 citation
   #60G55 #60G57 #60H07 #FOS: Mathematics #Probability (math.PR)