Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility.
Convolution theorem, Diffusion process, LAMN property
Asymptotic lower bounds in estimating jumps.
Convolution theorem, Itô process, LAMN property
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility.
Convolution theorem, Diffusion process, LAMN property