Journal Articles
1. Lassance, Nathan; Vrins, Frédéric.
Minimum Rényi entropy portfolios. In:
Annals of Operations Research, (2019). doi:10.1007/s10479-019-03364-2 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/218951
2. Profeta, Christophe; Vrins, Frédéric.
Piecewise constant martingales and lazy clocks. In:
Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019). doi:10.1186/s41546-019-0036-4.
http://hdl.handle.net/2078.1/211213
