9 results on '"Privault, Nicolas"'
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2. Analytic bond pricing for short rate dynamics evolving on matrix Lie groups.
3. A RELATION BETWEEN THE GROSS LAPLACIAN AND TIME CHANGES ON BROWNIAN MOTION.
4. Monte Carlo Computation of the Laplace Transform of Exponential Brownian Functionals.
5. Cumulant operators and moments of the Itô and Skorohod integrals.
6. A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS.
7. Superefficient drift estimation on the Wiener space
8. Deviation inequalities and the law of iterated logarithm on the path space over a loop group.
9. QUASI-INVARIANCE FORMULAS FOR COMPONENTS OF QUANTUM LÉVY PROCESSES.
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