91 citations
- Université de LorraineFR17 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- Institut Élie Cartan de LorraineFR8 papers
- École Nationale Supérieure des Mines de ParisFR3 papers
- Lyon 1 UniversitéFR3 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR2 papers
- Institut Jean LamourFR2 papers
- Laboratoire Lorrain de Recherche en Informatique et ses ApplicationsFR2 papers
- Université de BourgogneFR2 papers
- Amadeus (Spain)ES1 paper
- Biologie Computationnelle, Quantitative et SynthétiqueFR1 paper
- CEA MarcouleFR1 paper
32 papers
Calibration and Option Pricing with Stochastic Volatility and Double Exponential Jumps
Gaetano Agazzotti, Claudio Aglieri Rinella, Jean-Philippe Aguilar +1
This work examines a stochastic volatility model with double-exponential jumps in the context of option pricing. The model has been considered in previous research articles, but no…
Local generation of tilings: the even bicolor Wang tilesets
Tom Favereau, Mathieu Hoyrup
In this article, we apply the techniques developed in our previous article ``Local generation of tilings'', in which we introduced two definitions capturing the intuitive idea that…
Local generation of tilings
Tom Favereau, Mathieu Hoyrup
In this article, we investigate the possibility of generating all the configurations of a subshift in a local way. We propose two definitions of local generation, explore their pro…
Open-Canopy: Towards Very High Resolution Forest Monitoring
Fajwel Fogel, Yohann Perron, Nikola Besic +8
Estimating canopy height and its changes at meter resolution from satellite imagery is a significant challenge in computer vision with critical environmental applications. However,…
Multi-view user representation learning for user matching without personal information
Hongliu Cao, Ilias El Baamrani, Eoin Thomas
As the digitization of travel industry accelerates, analyzing and understanding travelers' behaviors becomes increasingly important. However, traveler data frequently exhibit high…
Optimal scenario for road evacuation in an urban environment
Mickael Bestard, Emmanuel Franck, Laurent Navoret +1
How to free a road from vehicle traffic as efficiently as possible and in a given time, in order to allow for example the passage of emergency vehicles? We are interested in this q…