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ORCIDAlexandre Richard
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2020 – today
- 2024
[i4]Ludovic Goudenège, El Mehdi Haress, Alexandre Richard:
Numerical approximation of the stochastic heat equation with a distributional reaction term. CoRR abs/2405.08201 (2024)- 2023
- [j3]Alexandre Richard
, Xiaolu Tan, Fan Yang:
On the Discrete-Time Simulation of the Rough Heston Model. SIAM J. Financial Math. 14(1): 223-249 (2023) - [i3]Ludovic Goudenège, El Mehdi Haress, Alexandre Richard:
Numerical approximation of SDEs with fractional noise and distributional drift. CoRR abs/2302.11455 (2023) - 2021
- [i2]Alexandre Richard, Xiaolu Tan, Fan Yang:
On the discrete-time simulation of the rough Heston model. CoRR abs/2107.07835 (2021) - 2020
- [j2]Alexandre Richard, Xiaolu Tan, Nizar Touzi:
On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals. SIAM J. Control. Optim. 58(4): 1874-1892 (2020) - [i1]Alexandre Richard, Xiaolu Tan, Fan Yang:
Discrete-time Simulation of Stochastic Volterra Equations. CoRR abs/2004.00340 (2020)
2010 – 2019
- 2018
- [j1]Alexandre Richard, Patricio Orio, Etienne Tanré:
An integrate-and-fire model to generate spike trains with long-range dependence. J. Comput. Neurosci. 44(3): 297-312 (2018) - 2011
- [c3]Jean-Charles Bazin, Alexandre Richard, Yu-Wing Tai, Inso Kweon:
Around the world in 80 seconds. SIGGRAPH Asia Posters 2011: 14:1
2000 – 2009
- 2006
- [c2]Emmanuel Nauer, Alexandre Richard, Sébastien Derriere, Françoise Genova, Amedeo Napoli, Yannick Toussaint:
Construction d'une ontologie de descripteurs UCD en astronomie. Actes d'IC 2006: 21-30 - 2002
- [c1]Alexis Landrault, Ludovic Pellier, Alexandre Richard, Christian Jay, Michel Robert, Daniel Auvergne:
Transistor Level Synthesis Dedicated to Fast I.P. Prototyping. PATMOS 2002: 156-166
Coauthor Index
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