A Hilbertian approach for fluctuations on the McKean-Vlasov model B Fernandez, S Méléard Stochastic processes and their applications 71 (1), 33-53, 1997 | 75 | 1997 |
Reflected BSDE's, PDE's and Variational Inequalities V Bally, ME Caballero, B Fernandez, N El Karoui INRIA, 2002 | 55 | 2002 |
Estimation of densities and applications ME Caballero, B Fernández, D Nualart Journal of Theoretical Probability 11, 831-851, 1998 | 40 | 1998 |
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments M Badaoui, B Fernández Insurance: Mathematics and Economics 53 (1), 1-13, 2013 | 26 | 2013 |
Multidimensional dependency measures BF Fernandez, JM Gonzalez-Barrios Journal of multivariate analysis 89 (2), 351-370, 2004 | 25 | 2004 |
An optimal investment strategy with maximal risk aversion and its ruin probability B Fernández, D Hernández-Hernández, A Meda, P Saavedra Mathematical Methods of Operations Research 68 (1), 159-179, 2008 | 21 | 2008 |
Regular variation and related results for the multivariate GARCH (p, q) model with constant conditional correlations B Fernández, N Muriel Journal of Multivariate Analysis 100 (7), 1538-1550, 2009 | 16 | 2009 |
Reflected BSDEs V Bally, ME Caballero, B Fernandez, N El Karoui PDEs and variational inequalities, preprint inria-00072133, 2002 | 15 | 2002 |
Smoothness of distributions for solutions of anticipating stochastic differential equations M Emilia Caballero, B Fernández, D Nuaeart Stochastics: An International Journal of Probability and Stochastic …, 1995 | 15 | 1995 |
Teoremas limites de alta densidad para campos aleatorios ramificados B Fernández Sociedad Matemática Mexicana, 1986 | 15 | 1986 |
Asymptotic behaviour for interacting diffusion processes with space-time random birth B Fernández, S Méléard | 14 | 2000 |
A Criterion of convergence of generalized processes and an application to a supercritical branching particle system B Fernández, LG Gorostiza Canadian journal of mathematics 43 (5), 985-997, 1991 | 10 | 1991 |
Estimates for the probability that Itô processes remain near a path V Bally, B Fernández, A Meda Stochastic processes and their applications 121 (9), 2087-2113, 2011 | 7 | 2011 |
Stability of a class of transformations of distribution-valued processes and stochastic evolution equations B Fernández, LG Gorostiza Journal of Theoretical Probability 5, 661-678, 1992 | 7 | 1992 |
Estimates for the probability that Itô processes remain around a curve, and applications to finance V Bally, B Fernández, A Meda Stochastic Processes and Applications, 2009 | 6 | 2009 |
Markov properties of the fluctuation limit of a particle system B Fernández Journal of mathematical analysis and applications 149 (1), 160-179, 1990 | 6 | 1990 |
Convergence of Generalised Semimartingales to a Continuous Process B Fernández, LG Gorostiza Centro de Investigacion y de Estudios Avanzados del IPN. Departamento de …, 1990 | 6 | 1990 |
Hydrodynamic and fluctuation limits of branching particle systems with changes of mass B Fernández, LG Gorostiza Centro de Investigacion y de Estudios Avanzados del IPN. Departamento de …, 1988 | 6 | 1988 |
An optimal investment strategy for insurers in incomplete markets M Badaoui, B Fernández, A Swishchuk Risks 6 (2), 31, 2018 | 5 | 2018 |
Estimation of Value at Risk and ruin probability for diffusion processes with jumps L Denis, B Fernández, A Meda Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 5 | 2009 |