Guillaume Bernis

Available identifiers

zbMath Open bernis.guillaumeMaRDI QIDQ1670391

List of research outcomes

Publication	Date of Publication	Type
Interest Rates Term Structure Models Driven by Hawkes Processes	2023-11-23	Paper
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process	2021-09-28	Paper
Clustering Effects via Hawkes Processes	2020-11-12	Paper
Alternative to beta coefficients in the context of diffusions	2018-11-19	Paper
Sensitivity analysis for marked Hawkes processes: application to CLO pricing	2018-09-05	Paper
OPTIMAL CREDIT ALLOCATION UNDER REGIME UNCERTAINTY WITH SENSITIVITY ANALYSIS	2015-04-15	Paper
Mark-to-model for cash CDOs through indifference pricing	2012-06-25	Paper
Nash implementation with an infinite-dimensional trade space	2006-06-12	Paper
https://portal.mardi4nfdi.de/entity/Q2761423	2003-06-02	Paper
Equilibrium in a reinsurance market with short sale constraints	2003-03-25	Paper
Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options	2003-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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