FiQuant)

Identifiers

• name variant FiQuant) 0.60 · backfill

Papers (2)

1. Non-linear filtering and optimal investment under partial information for stochastic volatility models q-fin.PM · 2014 · author #3
2. Ergodicity and scaling limit of a constrained multivariate Hawkes process stat.AP · 2013 · author #2

Mentions

• 1407.1595 #3 · backfill · confidence 0.70 FiQuant)
• 1301.5007 #2 · backfill · confidence 0.70 FiQuant)

Frequent Coauthors

• Ban Zheng (LTCI 1 shared papers
• Dalia Ibrahim 1 shared papers
• Fran\c{c}ois Roueff (LTCI) 1 shared papers
• Fr\'ed\'eric Abergel (FiQuant 1 shared papers
• Fr\'ed\'eric Abergel (MAS 1 shared papers
• MAS) 1 shared papers