Christian Houdre
Affiliations: | Georgia Institute of Technology, Atlanta, GA |
Area:
MathematicsGoogle:
"Christian Houdre"Children
Sign in to add traineeDyana R. Harrelson | grad student | 2000 | Georgia Tech |
Shobhana Murali | grad student | 2001 | Georgia Tech |
Tsvetan I. Stoyanov | grad student | 2001 | Georgia Tech |
Jose E. Figueroa-Lopez | grad student | 2004 | Georgia Tech |
Reiichiro Kawai | grad student | 2004 | Georgia Tech |
Trevis J. Litherland | grad student | 2008 | Georgia Tech |
Ruoting Gong | grad student | 2012 | Georgia Tech |
Huy Huynh | grad student | 2012 | Georgia Tech |
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Publications
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Damron M, Hanson J, Houdré C, et al. (2020) Lower bounds for fluctuations in first-passage percolation for general distributions Annales De L Institut Henri Poincare-Probabilites Et Statistiques. 56: 1336-1357 |
Arras B, Houdré C. (2019) On Stein’s method for multivariate self-decomposable laws Electronic Journal of Probability. 24 |
Arras B, Houdré C. (2019) On Stein’s method for multivariate self-decomposable laws with finite first moment Electronic Journal of Probability. 24 |
Arras B, Houdré C. (2019) On Stein's Method for Infinitely Divisible Laws with Finite First Moment Arxiv: Probability |
Gong R, Houdré C, Lember J. (2018) Lower Bounds on the Generalized Central Moments of the Optimal Alignments Score of Random Sequences Journal of Theoretical Probability. 31: 643-683 |
Breton J, Houdré C. (2017) On the limiting law of the length of the longest common and increasing subsequences in random words Stochastic Processes and Their Applications. 127: 1676-1720 |
Figueroa-López JE, Gong R, Houdré C. (2016) HIGH-ORDER SHORT-TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS Mathematical Finance. 26: 516-557 |
Houdré C, Matzinger H. (2016) On the Variance of the Optimal Alignments Score for Binary Random Words and an Asymmetric Scoring Function Journal of Statistical Physics. 164: 693-734 |
Figueroa-López JE, Gong R, Houdré C. (2012) Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps Stochastic Processes and Their Applications. 122: 1808-1839 |
Houdré C, Restrepo R. (2010) A probabilistic approach to the asymptotics of the length of the longest alternating subsequence Electronic Journal of Combinatorics. 17: 168 |