Jean-Baptiste Monnier

Classification via local multi-resolution projections (extended version)

Jean-Baptiste Monnier, 2011 .

Classification via local multi-resolution projections

Jean-Baptiste Monnier, Jean-Baptiste Monnier, 2011, 1110.6427.

Contributions to the problems of classification, regression and study of an inverse problem in finance

Jean-Baptiste Monnier, 2011 .

Quelques contributions en classification, régression et étude d'un problème inverse en finance

Jean-Baptiste Monnier, 2011 .

Nonparametric regression on the hyper-sphere with uniform design

Jean-Baptiste Monnier, 2011 .

Risk-Neutral Density Recovery via Spectral Analysis

Jean-Baptiste Monnier, Jean-Baptiste Monnier, 2013, SIAM J. Financial Math..

Technical report : Risk-neutral density recovery via spectral analysis

Jean-Baptiste Monnier, Jean-Baptiste Monnier, 2013, 1302.2567.