Emmanuelle Clement
Finance · 2002–2009
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #5,686 of 10,518 by trust here, #4,858 by citations
Whom Emmanuelle Clement trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Emmanuelle Clement overall
- René A. Carmona
- Arnaud Debussche
- Bruno Bouchard
- M. Ludkovski
- Christiane Lemieux
- Nicolas G. Fournier
- Manuel Moreno
Papers from Emmanuelle Clement's perspective
Ordered by how strongly the researchers Emmanuelle Clement trusts endorse each paper. Same corpus, a different order for every researcher.
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Malliavin Calculus for Lévy Processes with Applications to Finance
- Malliavin calculus for Levy processes with applications to finance
- Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps
- Discrete Parameter Martingales
- Post-'87 crash fears in the S&P 500 futures option market
- The Term Structure of Interest Rates as a Random Field
- Quasi-Random Sequences and Their Discrepancies
- Specification Analysis of Affine Term Structure Models
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
Their papers
- An analysis of a least squares regression method for American option pricing (2002) — 360 citations
- Integration by parts formula and applications to equations with jumps (2009) — 50 citations