| An analysis of a least squares regression method for American option pricing E Clément, D Lamberton, P Protter Finance and stochastics 6, 449-471, 2002 | 484 | 2002 |
| Integration by parts formula and applications to equations with jumps V Bally, E Clément Probability theory and related fields 151 (3), 613-657, 2011 | 57 | 2011 |
| An analysis of the Longstaff-Schwartz algorithm for American option pricing E Clément, D Lamberton, P Protter Cornell University Operations Research and Industrial Engineering, 2001 | 52 | 2001 |
| A duality approach for the weak approximation of stochastic differential equations E Clément, A Kohatsu-Higa, D Lamberton | 44 | 2006 |
| An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility E Clément, S Delattre, A Gloter Stochastic Processes and their Applications 123 (7), 2500-2521, 2013 | 35 | 2013 |
| Limit theorems in the Fourier transform method for the estimation of multivariate volatility E Clement, A Gloter Stochastic Processes and their Applications 121 (5), 1097-1124, 2011 | 35 | 2011 |
| Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes E Clément, A Gloter Stochastic Processes and their Applications 125 (6), 2316-2352, 2015 | 33 | 2015 |
| Ninomiya–Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators A Al Gerbi, B Jourdain, E Clément Monte Carlo Methods and Applications 22 (3), 197-228, 2016 | 25 | 2016 |
| Asymptotic lower bounds in estimating jumps E Clement, S Delattre, A Gloter | 22 | 2014 |
| Estimating functions for SDE driven by stable Lévy processes E Clément, A Gloter | 19 | 2019 |
| Estimation of diffusion processes by simulated moment methods E Clement Scandinavian journal of statistics 24 (3), 353-369, 1997 | 18 | 1997 |
| Econometric specification of the risk neutral valuation model E Clement, C Gourieroux, A Monfort Journal of Econometrics 94 (1-2), 117-143, 2000 | 17 | 2000 |
| LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process E Clément, A Gloter, H Nguyen ESAIM: Probability and Statistics 23, 136-175, 2019 | 15 | 2019 |
| VAR et prévisions conjoncturelles E Clément, JM Germain Annales d'économie et de statistique, 113-135, 1993 | 12 | 1993 |
| Joint estimation for SDE driven by locally stable Lévy processes E Clément, A Gloter | 11 | 2020 |
| Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations V Bally, E Clément Stochastic analysis 2010, 7-29, 2011 | 11 | 2011 |
| Prediction of contingent price measures E Clément, C Gouriéroux, A Monfort INSEE/Dpt de la recherche, 1993 | 10 | 1993 |
| Integration by parts formula with respect to jump times for stochastic differential equations. Stochastic analysis 2010, 7–29 V Bally, E Clément Springer, Heidelberg, 2011 | 9 | 2011 |
| Asymptotics for the normalized error of the Ninomiya–Victoir scheme A Al Gerbi, B Jourdain, E Clément Stochastic Processes and their Applications 128 (6), 1889-1928, 2018 | 7 | 2018 |
| Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process E Clément, A Gloter, H Nguyen ESAIM: Probability and Statistics 22, 58-95, 2018 | 6 | 2018 |
