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Ivan Nourdin
Researcher Next ID · RN-017249
Researcher · Economics, Econometrics and Finance
, Luxembourg
Not currently recruitingFunding unknown
- Works count
- 223
- Citation count
- 4,327
- H-index
- 32
- i10-index
- 72
Research interests
Economics, Econometrics and Finance
Mathematics
Stochastic processes and financial applications
Financial Risk and Volatility Modeling
Random Matrices and Applications
Stochastic processes and statistical mechanics
Point processes and geometric inequalities
Publications
Normal Approximations with Malliavin Calculus
Cambridge University Press eBooks · 2012 · 10.1017/cbo9781139084659
Stein’s method on Wiener chaos
Probability Theory and Related Fields · 2008 · 10.1007/s00440-008-0162-x
Current projects
No projects listed.