Joachim Lebovits

Statistics

Publications

Citations

137

H-Index

Active since

2013

Affiliations

École Centrale Paris(Current)

Sorbonne Université

Laboratoire de Probabilités et Modèles Aléatoires

Institut national de recherche en sciences et technologies du numérique

Joachim Lebovits is an author at École Centrale Paris specializing in stochastic processes, stochastic differential equations, and stochastic calculus.

ORCID

Publications per year

2013–2017

Publications

MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

Sylvain Corlay, Joachim Lebovits, Jacques Lévy Véhel · Mathematical Finance · 2013 · 84 citations

Business, Finance, Mathematics +15

White noise-based stochastic calculus with respect to multifractional Brownian motion

Joachim Lebovits, Jacques Lévy Véhel · Stochastics · 2013 · 24 citations · Full text

Engineering, Finance, Probability Theory +14

Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions

Joachim Lebovits, Jacques Lévy Véhel, Érick Herbin · Stochastic Processes and their Applications · 2013 · 19 citations

Engineering, Mathematics, Physics +16

Estimation of the global regularity of a multifractional Brownian motion

Joachim Lebovits, Mark Podolskij · Electronic Journal of Statistics · 2017 · 10 citations · Full text

Engineering, Economics, Econometrics +12

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