Mathieu Rosenbaum (LPMA)

Identifiers

• name variant Mathieu Rosenbaum (LPMA) 0.60 · backfill

Papers (5)

1. Optimal discretization of hedging strategies with directional views math.PR · 2014 · author #3
2. Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling math.PR · 2013 · author #1
3. On the law of a triplet associated with the pseudo-Brownian bridge math.PR · 2013 · author #1
4. On the expectation of normalized Brownian functionals up to first hitting times math.PR · 2013 · author #3
5. Estimation of volatility functionals: the case of a square root n window math.PR · 2012 · author #2

Mentions

• 1407.4570 #3 · backfill · confidence 0.70 Mathieu Rosenbaum (LPMA)
• 1311.1900 #1 · backfill · confidence 0.70 Mathieu Rosenbaum (LPMA)
• 1310.7164 #1 · backfill · confidence 0.70 Mathieu Rosenbaum (LPMA)
• 1310.1181 #3 · backfill · confidence 0.70 Mathieu Rosenbaum (LPMA)
• 1212.1997 #2 · backfill · confidence 0.70 Mathieu Rosenbaum (LPMA)

Frequent Coauthors

• IUF) 3 shared papers
• Marc Yor (LPMA 3 shared papers
• Jean Jacod (IMJ) 1 shared papers
• Jiatu Cai (LPMA) 1 shared papers
• LAMA) 1 shared papers
• Masaaki Fukasawa 1 shared papers
• Peter Tankov (LPMA) 1 shared papers
• Romuald Elie (CREST 1 shared papers