Strategic Long-Term Financial Risks: Single Risk Factors.
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- Computational Optimization & Applications, 2005, v. 32, n. 1/2, p. 61, doi. 10.1007/s10589-005-2054-7
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- Publication type:
- Article
Works matching AU Patie, Pierre
Results: 8
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Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration.
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- Mathematics of Operations Research, 2025, v. 50, n. 1, p. 169, doi. 10.1287/moor.2022.0246
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- Article
3
Analysis of non-reversible Markov chains via similarity orbits.
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- Combinatorics, Probability & Computing, 2020, v. 29, n. 4, p. 508, doi. 10.1017/S0963548320000024
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- Article
4
Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space.
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- Proceedings of the London Mathematical Society, 2023, v. 126, n. 5, p. 1522, doi. 10.1112/plms.12514
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- Article
5
Editorial of the Special Issue of MCAP: In Honour of Claude Lefèvre on Risk, Epidemics, Stochastic Orderings, Health and Economics.
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- 2019
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- Publication type:
- Editorial
6
Self-Similar Cauchy Problems and Generalized Mittag-Leffler Functions.
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- Fractional Calculus & Applied Analysis, 2021, v. 24, n. 2, p. 447, doi. 10.1515/fca-2021-0020
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- Article
7
Risk‐neutral pricing techniques and examples.
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- Mathematical Finance, 2021, v. 31, n. 3, p. 857, doi. 10.1111/mafi.12307
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- Article
8
A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators.
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- Kinetic & Related Models, 2020, v. 13, n. 3, p. 479, doi. 10.3934/krm.2020016
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- Publication type:
- Article