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Nicolas Privault · Study

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Nicolas Privault

7 works· latest 2013· 3 institutionscluster: provisionalORCID 0000-0003-4148-8543

h-index7

i107

Citations610

Works here7

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Most cited in this library

White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance2000 · 131 citations
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales2010 · 98 citations
Brownian Motion and Stochastic Calculus2013 · 88 citations
Stochastic Analysis in Discrete and Continuous Settings2009 · 86 citations
Stochastic analysis of Bernoulli processes2008 · 80 citations

Works

7 shown

Brownian Motion and Stochastic Calculus

Chapman & Hall/CRC eBooks·2013·1 author·chapter

88citations

Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales

·2010·1 author

98citations

Stochastic Analysis in Discrete and Continuous Settings

Lecture notes in mathematics·2009·1 author·book

86citations

Stochastic analysis of Bernoulli processes

Probability Surveys·2008·1 author·Open access

80citations

Computations of Greeks in a market with jumps via the Malliavin calculus

Finance and Stochastics·2004·2 authors

61citations

White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance

Finance and Stochastics·2000·4 authors·Open access

131citations

Chaotic and variational calculus in discrete and continuous time for the poisson process

Stochastics and stochastics reports·1994·1 author

66citations