2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.ST2022★ 2 cited
On a Projection Least Squares Estimator for Jump Diffusion Processes
Hélène Halconruy, Nicolas Marie
This paper deals with a projection least squares estimator of the drift function of a jump diffusion process computed from multiple independent copies of observed on $[0,T]…
math.PR2021★ 1 cited
The insider problem in the trinomial model: a discrete-time jump process approach
Hélène Halconruy
In an incomplete market underpinned by the trinomial model, we consider two investors : an ordinary agent whose decisions are driven by public information and an insider who posses…