Antoine Ayache
- Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence
2023/03/09 by Antoine Ayache, Julien Hamonier, Ayache, Antoine +3 · 3 citations
Economics, Econometrics and Finance · #42C40 #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary: 60G18 #Probability (math.PR) #Stochastic processes and financial applications #secondary: 41A58
- Numerical simulation of Generalized Hermite Processes
2025/03/31 by Antoine Ayache, Julien Hamonier, Ayache, Antoine +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #41A58 #42C40 #60G18 #60G22 #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Analysis and Transform Methods #Probability (math.PR) #Stochastic processes and financial applications