N. Savy

Identifiers

• name variant N. Savy 0.60 · backfill

Papers (2)

1. Estimation of the instantaneous volatility q-fin.ST · 2008 · author #4
2. Girsanov Theorem for Filtered Poisson Processes math.PR · 2003 · author #2

Mentions

• 0812.3538 #4 · backfill · confidence 0.70 N. Savy

Frequent Coauthors

• A. Alvarez 1 shared papers
• F. Panloup 1 shared papers
• L. Decreusefond 1 shared papers
• M. Pontier 1 shared papers