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researcher

R. Élie

3 papers hereh-index 313.1k citations93 works total

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

author position
  • sole author1
  • first author1
  • middle author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20072012
most citedDiscrete-time approximation of multidimensional BSDEs with oblique reflections

22 citations · 36 across the 3 of their papers we have counts for

collaborators
Showing 2009Show all

1 paper · 1 filter

q-fin.CP2009

Double Kernel estimation of sensitivities

Romuald Elie

This paper adresses the general issue of estimating the sensitivity of the expectation of a random variable with respect to a parameter characterizing its evolution. In finance for…

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