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2020 – today

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2024
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Fabienne Comte, Valentine Genon-Catalot:
Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients. SIAM/ASA J. Uncertain. Quantification 12(2): 377-410 (2024)

2010 – 2019

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2010
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Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc:
Nonparametric estimation for a stochastic volatility model. Finance Stochastics 14(1): 49-80 (2010)

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