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Disambiguation of "Darolles, Serge"

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Approximating payoffs and pricing formulas

, and . Journal of Economic Dynamics and Control, 24 (11-12): 1721--1746 (October 2000)

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Elena Sergeyev

Nikolai Sergeev

Tatiana Sergey

Dieter Sergel

Jean-Frédéric Sergejew

 

Other publications of authors with the same name

Structural Laplace Transform and Compound Autoregressive Models, , and . Journal of Time Series Analysis, 27 (4): 477--503 (182 07 2006)doi: 10.1111/j.1467-9892.2006.00479.x.Multifactor Models., , , and . IEEE Signal Process. Mag., 28 (5): 37-48 (2011)The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II: The Loss Carry Forward Scheme., and . TES, volume 251 of Advances in Intelligent Systems and Computing, page 47-62. Springer, (2014)Approximating payoffs and pricing formulas, and . Journal of Economic Dynamics and Control, 24 (11-12): 1721--1746 (October 2000)lq-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis., , , and . CAMSAP, page 29-32. IEEE, (2011)Performance fees and hedge fund return dynamics., and . Int. J. Approx. Reason., (2015)Factor ARMA representation of a Markov process, , and . Economics Letters, 71 (2): 165--171 (May 2001)Bivariate integer-autoregressive process with an application to mutual fund flows., , , and . J. Multivar. Anal., (2019)The Dynamics of Hedge Fund Performance., , and . Econometrics of Risk, volume 583 of Studies in Computational Intelligence, Springer, (2015)The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The HighWater Mark Scheme., and . TES, volume 251 of Advances in Intelligent Systems and Computing, page 23-45. Springer, (2014)