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Hélène Halconruy

Hélène Halconruy

Postdoctoral researcher

Department Département Mathématiques
Adresse postale Université du Luxembourg
Maison du Nombre
6, Avenue de la Fonte
L-4364 Esch-sur-Alzette
Bureau sur le campus MNO, E05 0525-020
E-mail
Téléphone (+352) 46 66 44 6031
Fax (+352) 46 66 44 36031
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2021

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See detailInsider’s problem in the trinomial model: a discrete jump process point of view
Halconruy, Hélène

E-print/Working paper (2021)

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See detailMalliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation
Halconruy, Hélène

E-print/Working paper (2021)

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See detailKernel Selection in Nonparametric Regression
Halconruy, Hélène; Marie, Nicolas

in Mathematical Methods of Statistics (2021)

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2019

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See detailMalliavin and Dirichlet structures for independent random variables
Halconruy, Hélène; Decreusefond, Laurent

in Stochastic Processes and Their Applications (2019), 129(8), 2611-2653

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