CREST Working Papers Series No. 2017-78
by François Pannequin and Anne Corcos
Shapes of implied volatility with positive mass at zero
CREST Working Papers Series No. 2017-77
by Stefano De Marco, Caroline Hillairet and Antoine Jacquier
Trading against disorderly liquidation of a large position under asymmetric information and market impact
CREST Working Papers Series No. 2017-76
by Caroline Hillairet, Cody Hyndman, Ying Jiao and Renjie Wang
Pricing formulae for derivatives in insurance using the Malliavin calculus
CREST Working Papers Series No. 2017-75
by Caroline Hillairet and Ying Jiao
Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint
CREST Working Papers Series No. 2017-74
by Nicole El Karoui, Caroline Hillairet and Mohamed Mrad
Decentralized leadership in a federation and competition for mobile firms: Does economic integration matter?
CREST Working Papers Series No. 2017-73
by Thierry Madiès and Emmanuelle Taugourdeau
Nonparametric imputation by data depth
CREST Working Papers Series No. 2017-72
by Pavlo Mozharovskyi, Julie Josse and François Husson
Fast computation of Tukey trimmed regions and median in dimension p > 2
CREST Working Papers Series No. 2017-71
by Xiaohui Liu, Karl Mosler and Pavlo Mozharovskyi
Linear wavelet estimation of the derivatives of a regression function based on biased data
CREST Working Papers Series No. 2017-70
by Yogendra P. Chaubey, Christophe Chesneau and Fabien Navarro
A note on the adaptive estimation of the differential entropy by wavelet methods
CREST Working Papers Series No. 2017-69
by Christophe Chesneau, Fabien Navarro and Oana Silvia Serea