The following pages link to Guillaume Bernis (Q1670391):
Displayed 11 items.
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- Equilibrium in a reinsurance market with short sale constraints (Q1865213) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Nash implementation with an infinite-dimensional trade space (Q2493222) (← links)
- (Q2761423) (← links)
- Mark-to-model for cash CDOs through indifference pricing (Q2893072) (← links)
- Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040) (← links)
- Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- OPTIMAL CREDIT ALLOCATION UNDER REGIME UNCERTAINTY WITH SENSITIVITY ANALYSIS (Q5245886) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)