Florian Bourgey
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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 |
|---|---|---|
| Bridging socioeconomic pathways of \(\mathrm{CO}_2\) emission and credit risk Annals of Operations Research | 2024-06-04 | Paper |
| Local volatility under rough volatility Mathematical Finance | 2024-01-31 | Paper |
| Weak approximations and VIX option price expansions in forward variance curve models Quantitative Finance | 2023-09-25 | Paper |
| A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions SIAM/ASA Journal on Uncertainty Quantification | 2022-11-25 | Paper |
| Metamodel of a large credit risk portfolio in the Gaussian copula model SIAM Journal on Financial Mathematics | 2021-01-15 | Paper |
| Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations Monte Carlo Methods and Applications | 2020-07-08 | Paper |
Research outcomes over time
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