15 results on '"Privault, Nicolas"'
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2. Large deviations for Bernstein bridges
3. Factorial moments of point processes
4. Recursive computation of the Hawkes cumulants
5. Sensitivity analysis and density estimation for finite-time ruin probabilities
6. A Malliavin calculus approach to sensitivity analysis in insurance
7. Conditional Stein approximation for Itô and Skorohod integrals
8. Connection, parallel transport, curvature and energy identities on spaces of configurations
9. Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
10. Supermodular ordering of Poisson arrays
11. Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model.
12. Isoperimetric and related bounds on configuration spaces
13. Extended covariance identities and inequalities
14. An analytic approach to stochastic calculus
15. A pointwise equivalence of gradients on configuration spaces
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