Emmanuelle CLÉMENT
- Fiche
- Publications
| Nom: |
CLÉMENT
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| Prénom: |
Emmanuelle
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| Site: | UGE | |
| Bureau: | 4B 071 | |
| Téléphone: | +33 1 60 95 76 84 | |
| Situation: | ||
| Statut: | ||
| Équipe de recherche: | ||
| Courriel: |
emmanuelle.clement@univ-eiffel.fr
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| Page personnelle: | ||
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Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model
auteurElise Bayraktar, Emmanuelle ClémentB 3 (2026)
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Estimation of a pure-jump stable Cox-Ingersoll-Ross process
auteurElise Bayraktar, Emmanuelle ClémentB 3 (2025) 4
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Efficient estimation of jump parameters for stochastic differential equations driven by Lévy processes
auteurElise Bayraktar, Emmanuelle Clément(2025)
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Hellinger and total variation distance in approximating Lévy driven SDEs
auteurEmmanuelle ClémentT 3 (2023) 2
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Joint estimation for SDE driven by locally stable Lévy processes
auteurEmmanuelle Clément, Arnaud GloterE 1 (2020) 2
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Joint estimation for SDE driven by locally stable Lévy processes
auteurEmmanuelle Clément, Arnaud Gloter(2020)
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LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process
auteurEmmanuelle Clément, Arnaud Gloter, Huong NguyenE 2 (2019) 1
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Estimating functions for SDE driven by stable Lévy processes
auteurEmmanuelle Clément, Arnaud GloterA 5 (2019) 1
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Estimating functions for SDE driven by stable Lévy processes
auteurEmmanuelle Clément, Arnaud Gloter(2018)
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Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process
auteurEmmanuelle Clément, Arnaud Gloter, Huong NguyenE 2 (2018) 5
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Asymptotics for the normalized error of the Ninomiya–Victoir scheme
auteurEmmanuelle Clément, Anis Al Gerbi, Benjamin JourdainS 1 (2018) 1
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Asymptotics in small time for the density of a stochastic differential equation driven by a stable LEVY process
auteurEmmanuelle Clément, Arnaud Gloter, Huong Nguyen(2017)
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An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient
auteurEmmanuelle Clément, Arnaud GloterT 2 (2017) 2
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Ninomiya-Victoir scheme : Multilevel Monte-Carlo estimators and discretization of the involved Ordinary Differential Equations
auteurAnis Al Gerbi, Benjamin Jourdain, Emmanuelle ClémentE 5 (2017) 1
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LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy Process
auteurEmmanuelle Clément, Arnaud Gloter, Huong Nguyen(2017)
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Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case
auteurAnis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément(2016)
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Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators
auteurAnis Al Gerbi, Benjamin Jourdain, Emmanuelle ClémentM 2 (2016) 1
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An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient
auteurEmmanuelle Clément, Arnaud Gloter(2016)
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Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Léevy processes
auteurEmmanuelle Clément, Arnaud GloterS 1 (2015) 2
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Asymptotic lower bounds in estimating jumps
auteurEmmanuelle Clement, Sylvain Delattre, Arnaud GloterB 2 (2014) 1
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An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
auteurEmmanuelle Clement, Sylvain Delattre, Arnaud GloterS 1 (2013) 2
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Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes
auteurEmmanuelle Clément, Arnaud Gloter(2013)
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Weak limit theorem in the Fourier tranform method for the estimation of multivariate volatility
auteurEmmanuelle Clement, Arnaud GloterS 1 (2011) 1
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Optimality properties in estimating jumps
auteurEmmanuelle Clement, Sylvain Delattre, Arnaud Gloter(2011)
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Integration by parts formula and applications to equations with jumps
auteurEmmanuelle Clement, Vlad BallyP 1 (2011) 6
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Integration by parts formula with respect to jump times for stochastic differential equations
auteurVlad Bally, Emmanuelle Clement(2010) 7
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A duality approach for the weak approximation of stochastic differential equations
auteurEmmanuelle Clement, Arturo Kohatsu-Higa, Damien LambertonT 1 (2006) 1
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An analysis of a least squares regression method for American option pricing
auteurEmmanuelle Clement, D Lamberton, P ProtterF 6 (2002) 4
