Residual lifetime estimation and stochastic volatility: a case study

Houda Ghamlouch; Mitra Fouladirad; Antoine Grall

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Residual lifetime estimation and stochastic volatility: a case study

(1) , (1) , (1)

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Houda Ghamlouch

Function : Author

Laboratoire Modélisation et Sûreté des Systèmes

Mitra Fouladirad

Function : Author
PersonId : 746644
IdHAL : mitra-fouladirad
ORCID : 0000-0002-0482-5347
IdRef : 130561746

Laboratoire Modélisation et Sûreté des Systèmes

Antoine Grall

Function : Author
PersonId : 174686
IdHAL : antoine-grall
ORCID : 0000-0002-6900-7951
IdRef : 061130974

Laboratoire Modélisation et Sûreté des Systèmes

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Performance [cs.PF]

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Submitted on : Friday, May 22, 2020-4:15:47 PM

Last modification on : Friday, March 24, 2023-2:53:16 PM

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hal-02615374 , version 1 (22-05-2020)

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Houda Ghamlouch, Mitra Fouladirad, Antoine Grall. Residual lifetime estimation and stochastic volatility: a case study. 9th International Conference on Mathematical Methods in Reliability (MMR 2015), Jun 2015, Tokyo, Japan. ⟨hal-02615374⟩

Residual lifetime estimation and stochastic volatility: a case study

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