8 results on '"Privault, Nicolas"'
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2. An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis.
3. SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL.
4. Large deviations for Bernstein bridges.
5. Convex comparison inequalities for non-Markovian stochastic integrals.
6. Superefficient drift estimation on the Wiener space
7. Markovian bridges and reversible diffusion processes with jumps
8. Discrete chaotic calculus and covariance identities.
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