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Frederic Utzet

Identifiers

  • name variant Frederic Utzet 0.60 · backfill

Papers (13)

  1. Efficient computation of first passage times in Kou's jump-diffusion model math.PR · 2016 · author #2
  2. On the norming constants for normal maxima math.PR · 2013 · author #3
  3. Maxima of Weibull-like distributions and the Lambert W function math.ST · 2013 · author #3
  4. Approximating Mills ratio math.PR · 2013 · author #2
  5. Gaussian Mills ratio is completely monotone math.PR · 2013 · author #2
  6. Local Malliavin Calculus for L\'evy Processes and Applications math.PR · 2012 · author #3
  7. Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities math.PR · 2010 · author #2
  8. L\'evy area for Gaussian processes: A double Wiener-It\^o integral approach math.PR · 2010 · author #2
  9. A new look at the Heston characteristic function math.PR · 2009 · author #3
  10. On the orthogonal polynomials associated with a L\'evy process math.PR · 2008 · author #2
  11. Time--space harmonic polynomials relative to a L\'{e}vy process math.PR · 2008 · author #2
  12. Multiple Stratonovich integral and Hu--Meyer formula for L\'{e}vy processes math.PR · 2008 · author #3
  13. A family of martingales generated by a process with independent increments math.PR · 2007 · author #2

Mentions

  • 1308.5541 #3 · backfill · confidence 0.70 Frederic Utzet
  • 1308.5534 #3 · backfill · confidence 0.70 Frederic Utzet
  • 1307.3433 #2 · backfill · confidence 0.70 Frederic Utzet
  • 1305.5429 #2 · backfill · confidence 0.70 Frederic Utzet
  • 1210.1156 #3 · backfill · confidence 0.70 Frederic Utzet
  • 1009.1543 #2 · backfill · confidence 0.70 Frederic Utzet
  • 1007.2516 #2 · backfill · confidence 0.70 Frederic Utzet
  • 0902.2154 #3 · backfill · confidence 0.70 Frederic Utzet
  • 0804.2585 #2 · backfill · confidence 0.70 Frederic Utzet
  • 0803.0829 #2 · backfill · confidence 0.70 Frederic Utzet
  • 0802.3112 #3 · backfill · confidence 0.70 Frederic Utzet
  • 0711.2879 #2 · backfill · confidence 0.70 Frederic Utzet

Frequent Coauthors