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Christian Houdr\'e

Identifiers

  • name variant Christian Houdr\'e 0.60 · backfill

Papers (34)

  1. Higher-order ATM asymptotics for the CGMY model via the characteristic function q-fin.PR · 2026 · author #2
  2. Derivatives Along a Curve and the Functional Stochastic Calculus math.PR · 2026 · author #1
  3. At-the-money short-time call-price asymptotics for new classes of exponential L\'evy models q-fin.PR · 2026 · author #2
  4. Power Lower Bounds for the Central Moments of the Last Passage Time for Directed Percolation in a Thin Rectangle math.PR · 2019 · author #1
  5. On the Variance of the Length of the Longest Common Subsequences in Random Words With an Omitted Letter math.PR · 2018 · author #1
  6. Lower bounds for fluctuations in first-passage percolation for general distributions math.PR · 2018 · author #3
  7. On Stein's Method for Multivariate Self-Decomposable Laws With Finite First Moment math.PR · 2018 · author #2
  8. On Stein's Method for Infinitely Divisible Laws With Finite First Moment math.PR · 2017 · author #2
  9. On the rate of convergence for the length of the longest common subsequences in hidden Markov models math.PR · 2017 · author #1
  10. On a Generalization of the Arcsine Law math.PR · 2017 · author #1
  11. Simulations, Computations, and Statistics for Longest Common Subsequences math.PR · 2017 · author #2
  12. A Note on the Expected Length of the Longest Common Subsequences of two i.i.d. Random Permutations math.PR · 2017 · author #1
  13. Concentration of Geodesics in Directed Bernoulli Percolation math.PR · 2016 · author #1
  14. A Central Limit Theorem for the Optimal Alignments Score in Multiple Random Words math.PR · 2015 · author #2
  15. Lower Bounds on the Generalized Central Moments of the Optimal Alignments Score of Random Sequences math.PR · 2015 · author #2
  16. On the limiting law of the length of the longest common and increasing subsequences in random words math.PR · 2015 · author #2
  17. GUE minors, maximal Brownian functionals and longest increasing subsequences math.PR · 2013 · author #2
  18. Third-Order Short-Time Expansions for Close-to-the-Money Option Prices under the CGMY Model q-fin.PR · 2013 · author #3
  19. On the Order of the Central Moments of the Length of the Longest Common Subsequences in Random Words math.PR · 2012 · author #1
  20. High-order short-time expansions for ATM option prices of exponential L\'evy models q-fin.PR · 2012 · author #3
  21. High-order short-time expansions for ATM option prices under the CGMY model q-fin.CP · 2011 · author #3
  22. Asymptotics for the Length of the Longest Increasing Subsequence of Binary Markov Random Word math.PR · 2011 · author #1
  23. Simultaneous large deviations for the shape of Young diagrams associated with random words math.PR · 2011 · author #1
  24. A probabilistic approach to the asymptotics of the length of the longest alternating subsequence math.PR · 2010 · author #1
  25. On the rate of approximation in finite-alphabet longest increasing subsequence problems math.PR · 2009 · author #1
  26. A Viscosity Approach to a Stochastic Control Problem on a Bounded Domain math.PR · 2009 · author #2
  27. On the Limiting Shape of Young Tableaux Associated With Inhomogeneous Random Words math.PR · 2009 · author #1
  28. On the Limiting Shape of Markovian Random Young Tableaux math.PR · 2008 · author #1
  29. Small-time expansions for the transition distributions of L\'evy processes math.PR · 2008 · author #2
  30. Concentration of the Spectral Measure for Large Random Matrices with Stable Entries math.PR · 2007 · author #1
  31. On the Variance of the Optimal Alignments Score for Binary Random Words and an Asymmetric Scoring Function math.PR · 2007 · author #1
  32. Risk bounds for the non-parametric estimation of L\'{e}vy processes math.ST · 2006 · author #2
  33. On the Longest Increasing Subsequence for Finite and Countable Alphabets math.PR · 2006 · author #1
  34. Concentration for norms of infinitely divisible vectors with independent components math.PR · 2006 · author #1

Mentions

  • 1312.3301 #2 · backfill · confidence 0.70 Christian Houdr\'e
  • 1305.4719 #3 · backfill · confidence 0.70 Christian Houdr\'e
  • 1212.3265 #1 · backfill · confidence 0.70 Christian Houdr\'e
  • 2603.14760 #2 · arxiv_oai · confidence 0.70 Christian Houdr\'e
  • 1208.5520 #3 · backfill · confidence 0.70 Christian Houdr\'e
  • 1112.3111 #3 · backfill · confidence 0.70 Christian Houdr\'e
  • 1110.1324 #1 · backfill · confidence 0.70 Christian Houdr\'e
  • 1110.0804 #1 · backfill · confidence 0.70 Christian Houdr\'e
  • 1005.1893 #1 · backfill · confidence 0.70 Christian Houdr\'e
  • 0911.4917 #1 · backfill · confidence 0.70 Christian Houdr\'e
  • 0911.0956 #2 · backfill · confidence 0.70 Christian Houdr\'e
  • 0901.4138 #1 · backfill · confidence 0.70 Christian Houdr\'e
  • 0810.2982 #1 · backfill · confidence 0.70 Christian Houdr\'e
  • 0809.0849 #2 · backfill · confidence 0.70 Christian Houdr\'e
  • 0706.1753 #1 · backfill · confidence 0.70 Christian Houdr\'e

Frequent Coauthors