David Nicolay

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In this thesis we establish some strong asymptotic links between two major classes of stochastic volatility models, when those refer to the same derivative market. On one hand we consider a generic version of stochastic instantaneous volatility (SInsV) model, with an SDE system defined formally as an adapted Wiener chaos, and whose state variables are left(More)
In this paper we present the technical details of the retrieval system with which we participated at the CLEF09 Ad-hoc TEL task. We present a retrieval approach based on multiple indexes for different languages which is combined with a conceptbased retrieval approach based on Explicit Semantic Analysis. In order to create the language-specific indices for(More)
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