O. Bardou
From MaRDI portal
Person:2431004
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 |
|---|---|---|
| CVaR hedging using quantization-based stochastic approximation algorithm Mathematical Finance | 2016-02-22 | Paper |
| Statistical estimation for reflected skew processes Statistical Inference for Stochastic Processes | 2011-04-08 | Paper |
| When are swing options bang-bang? International Journal of Theoretical and Applied Finance | 2010-09-21 | Paper |
| Recursive computation of value-at-risk and conditional value-at-risk using MC and QMC Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
| Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling Monte Carlo Methods and Applications | 2010-01-06 | Paper |
| Optimal Quantization for the Pricing of Swing Options Applied Mathematical Finance | 2009-09-13 | Paper |
| Invariance principles with logarithmic averaging for ergodic simulations | 2006-08-28 | Paper |
Research outcomes over time
This page was built for person: O. Bardou
