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Sylvain Corlay
Sylvain Corlay
QuantStack
Zweryfikowany adres z quantstack.net - Strona główna
Tytuł
Cytowane przez
Cytowane przez
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Jupyter Notebooks-a publishing format for reproducible computational workflows.
T Kluyver, B Ragan-Kelley, F Pérez, BE Granger, M Bussonnier, ...
Elpub 2016, 87-90, 2016
4331*2016
Multifractional stochastic volatility models
S Corlay, J Lebovits, JL Véhel
Mathematical Finance 24 (2), 364-402, 2014
902014
Jupyter development team
T Kluyver, B Ragan-Kelley, F Pérez, B Granger, M Bussonnier, J Frederic, ...
Jupyter Notebooks Publ format Reprod Comput Work ELPUB 2016, 87-90, 2016
652016
Functional quantization-based stratified sampling methods
S Corlay, G Pagès
Monte Carlo Methods and Applications 21 (1), 1-32, 2015
592015
B-spline techniques for volatility modeling
S Corlay
Journal of Computational Finance 19 (3), 2016
262016
Properties of the Ornstein-Uhlenbeck bridge
S Corlay
arXiv preprint arXiv:1310.5617, 2013
162013
Some aspects of optimal quantization and applications to finance
S Corlay
Université Pierre et Marie Curie-Paris VI, 2011
14*2011
Partial functional quantization and generalized bridges
S Corlay
Bernoulli Journal, 2011
92011
The optimal quantization web site
G Pages, J Printems, S Corlay
62013
The optimal quantization website
S Corlay, G Pages, J Printems
URL http://www. quantize. maths-fi. com, 2005
52005
The Nyström method for functional quantization with an application to the fractional Brownian motion
S Corlay
arXiv preprint arXiv:1009.1241, 2010
42010
A fast nearest neighbor search algorithm based on vector quantization
S Corlay
arXiv preprint arXiv:1105.4953, 2011
32011
Interacting with Petabytes of Earth Science Data using Jupyter Notebooks, IPython Widgets and Google Earth Engine
TA Erickson, B Granger, J Grout, S Corlay
AGU Fall Meeting Abstracts 2017, IN11D-01, 2017
2017
HAL Id: hal-00875342
S Corlay
2013
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