Nombre de documents

17

CV de Emmanuelle Clément


Pré-publication, Document de travail8 documents

  • Emmanuelle Clément, Arnaud Gloter, Huong Nguyen. LAMN PROPERTY FOR THE DRIFT AND VOLATILITY PARAMETERS OF A SDE DRIVEN BY A STABLE LEVY PROCESS. 2017. <hal-01472749>
  • Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément. Asymptotics for the normalized error of the Ninomiya-Victoir scheme. 2016. <hal-01259915>
  • Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clement. Ninomiya-Victoir scheme : strong convergence properties and discretization of the involved Ordinary Differential Equations. 2016. <hal-01421337>
  • Emmanuelle Clément, Arnaud Gloter, Huong Nguyen. ASYMPTOTICS IN SMALL TIME FOR THE DENSITY OF A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY A STABLE LEVY PROCESS. 2016. <hal-01410989>
  • Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément. Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case. 2016. <hal-01390897>
  • Emmanuelle Clément, Arnaud Gloter. An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient. 2016. <hal-01167276v2>
  • Emmanuelle Clément, Arnaud Gloter. Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes. 2013. <hal-00914138>
  • Emmanuelle Clement, Sylvain Delattre, Arnaud Gloter. Optimality properties in estimating jumps. 2011. <hal-00609983>

Article dans une revue8 documents

  • Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément. Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators. Monte Carlo Method and Applications, 2016, 22 (3), pp.197-228. <hal-01188675>
  • Emmanuelle Clément, Arnaud Gloter. Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable L\'evy processes. Stochastic Processes and their Applications, Elsevier, 2015, 123, pp.2316-2352. <hal-01141511>
  • Emmanuelle Clement, Sylvain Delattre, Arnaud Gloter. Asymptotic lower bounds in estimating jumps. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2014, 20 (3), pp.1059-1096. <hal-00795403>
  • Emmanuelle Clement, Sylvain Delattre, Arnaud Gloter. An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility. Stochastic Processes and their Applications, Elsevier, 2013, 123, pp.2500-2521. <hal-00719460>
  • Emmanuelle Clement, Vlad Bally. Integration by parts formula and applications to equations with jumps. Probability Theory and Related Fields, Springer Verlag, 2011, 151 (3-4), pp.613-657. <hal-00431632>
  • Emmanuelle Clement, Arnaud Gloter. Weak limit theorem in the Fourier tranform method for the estimation of multivariate volatility. Stochastic Processes and their Applications, Elsevier, 2011, 121, pp.1097-1124. <hal-00454494>
  • Emmanuelle Clement, Arturo Kohatsu-Higa, Damien Lamberton. A duality approach for the weak approximation of stochastic differential equations. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2006, 16 (3), pp.1124--1154. <10.1214/105051606000000060>. <hal-00693740>
  • Emmanuelle Clement, D Lamberton, P Protter. An analysis of a least squares regression method for American option pricing. Finance and Stochastics, Springer Verlag (Germany), 2002, 6 (4), pp.449--471. <10.1007/s007800200071>. <hal-00693599>

Chapitre d'ouvrage1 document

  • Vlad Bally, Emmanuelle Clement. Integration by parts formula with respect to jump times for stochastic differential equations. Stochastic Analysis 2010, Springer-Verlag, pp.7-29, 2010. <hal-00472657>