S. Corlay

发表

B-Spline Techniques for Volatility Modeling

Sylvain Corlay, S. Corlay, 2013 .

The Nyström method for functional quantization with an application to the fractional Brownian motion

Sylvain Corlay, S. Corlay, 2010 .

Disruption-tolerant content-driven information dissemination in partially connected military tactical radio networks

J. Haillot, F. Guidec, S. Corlay, 2009, MILCOM 2009 - 2009 IEEE Military Communications Conference.

Functional Quantization Based Stratified Sampling Methods

G. Pagès, S. Corlay, 2010 .

Jupyter Notebooks - a publishing format for reproducible computational workflows

et al., Jessica B. Hamrick, Kyle Kelley, 2016, ELPUB.

Functional quantization-based stratified sampling methods

Gilles Pagès, Sylvain Corlay, G. Pagès, 2010, Monte Carlo Methods Appl..

MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

Sylvain Corlay, J. L. Véhel, Joachim Lebovits, 2014 .

A fast nearest neighbor search algorithm based on vector quantization pdf

Sylvain Corlay, S. Corlay, 2011, ArXiv.

Partial functional quantization and generalized bridges

S. Corlay, 2011, 1101.5488.

Properties of the Ornstein-Uhlenbeck bridge

S. Corlay, 2013, 1310.5617.