O. Bardou

Available identifiers

zbMath Open bardou.olivierMaRDI QIDQ2431004

List of research outcomes

Publication	Date of Publication	Type
CVaR hedging using quantization-based stochastic approximation algorithm	2016-02-22	Paper
Statistical estimation for reflected skew processes	2011-04-08	Paper
When are swing options bang-bang?	2010-09-21	Paper
Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC	2010-02-15	Paper
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling	2010-01-06	Paper
Optimal Quantization for the Pricing of Swing Options	2009-09-13	Paper
https://portal.mardi4nfdi.de/entity/Q5482355	2006-08-28	Paper

Research outcomes over time

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