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Nicolas Privault
Nicolas Privault
Nanyang Technological University
Bestätigte E-Mail-Adresse bei ntu.edu.sg - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Understanding Markov chains: examples and applications
N Privault
Springer, 2018
334*2018
Stochastic analysis in discrete and continuous settings: with normal martingales
N Privault
Springer, 2009
2132009
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
K Aase, B Øksendal, N Privault, J Ubøe
Finance and Stochastics 4 (4), 465-496, 2000
1952000
Introduction to Stochastic Finance with Market Examples
N Privault
Chapman and Hall/CRC, 2022
148*2022
Chaotic and variational calculus in discrete and continuous time for the Poisson process
N Privault
Stochastics: An International Journal of Probability and Stochastic …, 1994
961994
Computations of Greeks in a market with jumps via the Malliavin calculus
Y El-Khatib, N Privault
Finance and Stochastics 8, 161-179, 2004
952004
Stochastic analysis of Bernoulli processes
N Privault
Probability Surveys 5, 435-483, 2008
932008
Performance analysis of ambient RF energy harvesting with repulsive point process modeling
I Flint, X Lu, N Privault, D Niyato, P Wang
IEEE Transactions on Wireless Communications 14 (10), 5402-5416, 2015
922015
Self-sustainable communications with RF energy harvesting: Ginibre point process modeling and analysis
X Lu, I Flint, D Niyato, N Privault, P Wang
IEEE Journal on Selected Areas in Communications 34 (5), 1518-1535, 2016
742016
Concentration and deviation inequalities in infinite dimensions via covariance representations
C Houdré, N Privault
Bernoulli 8 (6), 697-720, 2002
732002
Performance analysis of ambient RF energy harvesting: A stochastic geometry approach
I Flint, X Lu, N Privault, D Niyato, P Wang
2014 IEEE Global Communications Conference, 1448-1453, 2014
652014
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing
N Privault
World Scientific, 2021
63*2021
Markovian bridges and reversible diffusion processes with jumps
N Privault, JC Zambrini
Annales de l'IHP Probabilités et statistiques 40 (5), 599-633, 2004
512004
Analysis of heterogeneous wireless networks using Poisson hard-core hole process
I Flint, HB Kong, N Privault, P Wang, D Niyato
IEEE Transactions on Wireless Communications 16 (11), 7152-7167, 2017
462017
Performance analysis of simultaneous wireless information and power transfer with ambient RF energy harvesting
X Lu, I Flint, D Niyato, N Privault, P Wang
2015 IEEE Wireless Communications and Networking Conference (WCNC), 1303-1308, 2015
432015
Generalized Bell polynomials and the combinatorics of Poisson central moments
N Privault
The electronic journal of combinatorics 18 (1), P54, 2011
422011
A Malliavin calculus approach to sensitivity analysis in insurance
N Privault, X Wei
Insurance: Mathematics and Economics 35 (3), 679-690, 2004
402004
The Dothan pricing model revisited
C Pintoux, N Privault
Mathematical Finance 21 (2), 355-363, 2011
382011
Managing physical layer security in wireless cellular networks: A cyber insurance approach
X Lu, D Niyato, N Privault, H Jiang, P Wang
IEEE Journal on Selected Areas in Communications 36 (7), 1648-1661, 2018
372018
Exact performance analysis of ambient RF energy harvesting wireless sensor networks with Ginibre point process
HB Kong, I Flint, P Wang, D Niyato, N Privault
IEEE Journal on Selected Areas in Communications 34 (12), 3769-3784, 2016
372016
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