Alexandre Scott
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models Insurance Mathematics & Economics | 2015-09-14 | Paper |
| Rare event simulation for diffusion processes via two-stage importance sampling Monte Carlo Methods and Applications | 2014-06-30 | Paper |
| Goal achieving probabilities of constrained mean-variance strategies Statistics & Probability Letters | 2011-07-26 | Paper |
Research outcomes over time
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