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researcher

D. Rullière

12 papers hereh-index 13531 citations54 works total

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

author position
  • first author1
  • middle author7
  • last author4

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • math.ST3
  • q-fin.RM3
  • math.PR1
  • q-fin.CP1
  • stat.AP1
  • stat.CO1

identity via Semantic Scholar / OpenAlex

activity
20092023
most citedKriging of financial term-structures

55 citations · 168 across the 11 of their papers we have counts for

collaborators
Showing 2021 · math.STShow all

1 paper · 2 filters

math.ST2021★ 6 cited

Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Oskar Laverny, Esterina Masiello, Véronique Maume-Deschamps +1

The generalized gamma convolutions class of distributions appeared in Thorin's work while looking for the infinite divisibility of the log-Normal and Pareto distributions. Although…

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