Sylvain Rubenthaler
Présentation
Publications
Publications
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MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITYNumerical Methods in Finance, Bordeaux June 2011, Jun 2011, Bordeaux, France. pp.115-143, ⟨10.1007/978-3-642-25746-9_4⟩ |
Une introduction aux probabilités.Ellipses, pp.352, 2006, 9782729830434 |
A Mean field theory of nonlinear filteringDan Crisan, Boris L. Rozovskii. The Oxford Handbook of Nonlinear Filtering, Oxford University Press, pp.705-740, 2011, Oxford Handbooks in Mathematics, 978-0-19-953290-2 |
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CENTRAL-LIMIT THEOREM FOR CONSERVATIVE FRAGMENTATION CHAINS2019 |
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STABILITY OF THE OPTIMAL FILTER IN CONTINUOUS TIME: BEYOND THE BENEŠ FILTER2016 |
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Option Pricing and Hedging for Regime-Switching Geometric Brownian Motion Models2015 |
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EXACT SAMPLING USING BRANCHING PARTICLE SIMULATION2012 |
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Expansion of the propagation of chaos for Bird and Nanbu systems2009 |
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Stability of Feynman-Kac formulae with path-dependent potentials2009 |
Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models2013 |
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Convergence of U-statistics for interacting particle systems[Research Report] RR-6966, INRIA. 2009, pp.20 |
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A Mean Field Theory of Nonlinear Filtering[Research Report] RR-6437, INRIA. 2008 |
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Probabilités : asp ects théoriques et applications en filtrage non linéaire, systèmes de particules et processus sto chastiques.Probabilités [math.PR]. Université Nice Sophia Antipolis, 2010 |
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Méthodes de Monte-CarloMaster. France. 2019 |
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Intégration et probabilitésLicence. Intégration et probabilités., Université Nice-Sophia Antipolis, France. 2019, pp.104 |
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Séries chronologiques (avec R) (Cours et exercices)Master. France. 2019 |
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Processus stochastiques et modélisation (Cours et exercices corrigés) L3 MIAGE, 2011-2012Licence. Processus stochastiques et modélisation (Cours et exercices corrigés) L3 MIAGE, 2011-2012, Université Nice Sophia Antipolis, 2011, pp.95 |