Parties d'ouvrages collectifs (2)
  1. 1. Patie, P., & Alili, L. (2007). On the joint law of the L1 and L2 norms of a 3-dimensional Bessel bridge. In Séminaire de Probabilités XL (pp. 247-264). Berlin: Springer.(Lecture Notes in Math, 1899).
  2. 2. Patie, P., & Frey, R. (2002). Risk Management for Derivatives in Illiquid Markets: A Simulation Study. In K. Sandmann & P. Schönbucher (Eds.), Advances in Finance and Stochastics (pp. 137-159). Berlin: Springer.
    3.   Articles dans des revues avec comité de lecture (21)
  3. 1. Patie, P. (2012). Asian options under one-sided Lévy models. Journal of Applied Probability and Statistics.
  4. 2. Patie, P. (2013). Asian options under one-sided leévy models. Journal of Applied Probability, 50(2), 359-373. doi:10.1239/jap/1371648946
  5. 3. Pardo Milan, J. C., Patie, P., & Savov, M. (2012). A Wiener-Hopf type factorization for the exponential functional of Lévy processes. Journal of the London Mathematical Society, 86(3), 930-956. doi:10.1112/jlms/jds028
  6. 4. Patie, P., Cissé, M., & Tanré, E. (2012). Optimal stopping problems for some Markov processes. The Annals of applied probability, 22(3), 1243-1265. doi:10.1214/11-AAP795
  7. 5. Patie, P., & Savov, M. (2012). Extended factorizations of exponential functionals of Lévy processes. Electronic Journal of Probability, 17, 1-22. doi:10.1214/EJP.v17-2057
  8. 6. Patie, P., & Simon, T. (2012). Intertwining certain fractional operators. Potential analysis, 36(4), 569-587. doi:10.1007/s11118-011-9241-1
  9. 7. Patie, P. (2012). Law of the absorption time of some positive self-similar Markov processes. Annals of probability, 40(2), 765-787. doi:10.1214/10-AOP638
  10. 8. Kyprianou, A. A., & Patie, P. (2011). A Ciesielski-Taylor type identity for positive self-similar Markov processes. Annales de l'I.H.P. Probabilités et statistiques, 47(3), 917-928. doi:10.1214/10-AIHP398
  11. 9. Patie, P., & Alili, L. (2010). Boundary crossing identities for diffusions having the time inversion property. Journal of theoretical probability, 23(1), 65-84. doi:10.1007/s10959-009-0245-3
  12. 10. Patie, P. (2010). A refined factorization of the exponential law. Bernoulli, 17(2), 814-826. doi:10.3150/10-BEJ292
    13. << Précédent 1 2 3 Suivant >>