Pierre Patie

According to our database, Pierre Patie authored at least 7 papers between 2005 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration.

Ronnie Loeffen, Pierre Patie, Jian Wang

Math. Oper. Res., 2025

2024

Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis.

Giuseppe D'Onofrio, Pierre Patie, Laura Sacerdote

SIAM J. Appl. Math., February, 2024

2020

Analysis of non-reversible Markov chains via similarity orbits.

Michael C. H. Choi, Pierre Patie

Comb. Probab. Comput., 2020

2018

Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations.

M. Chazal, Ronnie Loeffen, Pierre Patie

SIAM J. Financial Math., 2018

2013

Asian Options Under One-Sided Lévy Models.

Pierre Patie

J. Appl. Probab., 2013

2012

A Wiener-Hopf type factorization for the exponential functional of Lévy processes.

J. C. Pardo, Pierre Patie, Mladen Savov

J. Lond. Math. Soc., 2012

2005

Strategic Long-Term Financial Risks: Single Risk Factors.

Paul Embrechts, Roger Kaufmann, Pierre Patie

Comput. Optim. Appl., 2005