Scaillet Olivier

Olivier Scaillet

Information about the author Olivier Scaillet will soon be added to the site.
Found 3 papers in total
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
2016
Applying tests for jumps to financial data sets can lead to an important number of...
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
2007
In a financial market with one riskless asset and n risky assets whose prices are...
Estimation of diffusion equations from discrete observations and simulation based methods
Estimation of diffusion equations from discrete observations and simulation based methods
1994
The statistical literature proposes several methods for estimating the parameters of...
Papers per page: