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researcher

Christian Houdr'e

5 papers hereh-index 12 citations5 works total

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

author position
  • sole author1
  • first author1
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.PR3
  • math.PR2
same name
  • Christian Houdr'e — 9 papers, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedHigh-order short-time expansions for ATM option prices of exponential Lévy models

2 citations · 2 across the 5 of their papers we have counts for

collaborators
Showing 2024Show all

1 paper · 1 filter

math.PR2024

A covariance representation and an elementary proof of the Gaussian concentration inequality

Christian Houdré

Via a covariance representation based on characteristic functions, a known elementary proof of the Gaussian concentration inequality is presented. A few other applications are brie…

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