Victor Pérez-Abreu
Probability & Statistics/CIMAT

back

Review and survey papers

 

1)   Infinite Divisibility, in Encyclopedia of Quantitative Finance. Cont, R. (Ed). John Wiley & Sons Ltd. Chichester, UK. pp 935-938. (2010).

2)   Ornstein--Uhlenbeck Processes, in Encyclopedia of Quantitative Finance. Cont, R. (Ed). John Wiley & Sons Ltd. Chichester, UK. pp 1352-1354. (2010).

3)   Multiple Wiener-Ito Integrals: An Introductory Survey, with Christian Houdré and Suleyman Ustunel, Chaos Expansions, Multiple Wiener-Ito Integrals and Their Applications. Series in Probability and Stochastics, CRC PRESS INC, Florida, 1-34 (1994).

4)   Chaos Expansions: A Review, Resehans, Journal of IME-USP 1 No. 2/3, 335-359 (1994).

5)   Empirical Probability Generating Function: An Overview, with Miguel Nakamura, Insurance: Mathematics and Economics 12, 287-295 (1993).