Azencott, Robert

1. Realized volatility and parametric estimation of Heston SDEs
   2017/06/14 by Robert Azencott, Peng Ren, Azencott, Robert +3 · 1 citation
   Economics, Econometrics and Finance · #60F99 #62M05 #91G80 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
2. Multi-Quantile Estimators for the parameters of Generalized Extreme Value distribution
   2024/12/05 by Sen Lin, Lin, Sen, Ao Kong +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Social Sciences · #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Insurance, Mortality, Demography, Risk Management
3. An Operator-Splitting Approach for Variational Optimal Control Formulations for Diffeomorphic Shape Matching
   2023/07/19 by Andreas Mang, Mang, Andreas, Jiwen He +3 · 1 citation
   Computer Science · Engineering · Mathematics · #37C05 #3D Shape Modeling and Analysis #49K15 #65K10 #FOS: Mathematics #Mathematical Biology Tumor Growth #Medical Image Segmentation Techniques #Numerical Analysis (math.NA) #Optimization and Control (math.OC)