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researcher

Grégoire Szymanski

CMAP

11 papers hereh-index 469 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • last author8

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.ST5
  • q-fin.MF2
  • q-fin.TR2
  • math.PR1
  • q-fin.ST1
affiliations
  • CMAP
  • Ecole Polytechnique

identity via Semantic Scholar / OpenAlex

activity
20222026
most citedStatistical inference for rough volatility: Central limit theorems

12 citations · 24 across the 10 of their papers we have counts for

collaborators
Showing 2023 · math.STShow all

1 paper · 2 filters

math.ST2023

Asymptotic Efficiency for Fractional Brownian Motion with general noise

Grégoire Szymanski, Tetsuya Takabatake

We investigate the Local Asymptotic Property for fractional Brownian models based on discrete observations contaminated by a Gaussian moving average process. We consider both situa…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.