Emmanuelle Clément

most citedNinomiya-Victoir scheme : strong convergence properties and discretization of the involved Ordinary Differential Equations

1 citations · 1 across the 2 of their papers we have counts for

collaborators

Showing math.STShow all

1 paper · 1 filter

math.ST2024

Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model

Elise Bayraktar, Emmanuelle Clément

We consider the parametric estimation of the volatility and jump activity in a stable Cox-Ingersoll-Ross ( $α$ -stable CIR) model driven by a standard Brownian Motion and a non-symme…