A Structural Jump Threshold Framework for Credit Risk P Garreau, A Kercheval SIAM Journal on Financial Mathematics 7 (1), 642-673, 2016 | 5 | 2016 |
A spectral element framework for option pricing under general exponential Lévy processes P Garreau, D Kopriva Journal of Scientific Computing 57 (2), 390-413, 2013 | 5 | 2013 |
Jump dependence and multidimensional default risk: A new class of structural models with stochastic intensities P Garreau The Florida State University, 2013 | 2 | 2013 |
Vessel behaviour classification from AIS without geographical biases R Sturgis, V Emiya, B Couetoux, P Garreau 2022 IEEE 25th International Conference on Intelligent Transportation …, 2022 | 1 | 2022 |
Beyond geofencing: Behavior detection using AIS R Sturgis, V Emiya, B Couëtoux, P Garreau Ocean Engineering 293, 116630, 2024 | | 2024 |