Christophette Blanchet-Scalliet

Available identifiers

zbMath Open blanchet-scalliet.christophetteWikidataQ102229864 ScholiaQ102229864MaRDI QIDQ253108

List of research outcomes

Publication	Date of Publication	Type
A sampling criterion for constrained Bayesian optimization with uncertainties	2024-04-09	Paper
Gaussian Process Regression on Nested Spaces	2023-06-30	Paper
First passage time density of an Ornstein–Uhlenbeck process with broken drift	2022-04-22	Paper
Coupling and selecting constraints in Bayesian optimization under uncertainties	2022-04-01	Paper
Gambling for resurrection and the heat equation on a triangle	2021-10-19	Paper
Enlargement of Filtration in Discrete Time	2020-11-12	Paper
Joint law of an Ornstein–Uhlenbeck process and its supremum	2020-07-22	Paper
Last minute panic in zero sum games	2020-04-29	Paper
Four algorithms to construct a sparse kriging kernel for dimensionality reduction	2020-01-08	Paper
A model-point approach to indifference pricing of life insurance portfolios with dependent lives	2019-12-19	Paper
Successive enlargement of filtrations and application to insider information	2019-09-16	Paper
The De Vylder–Goovaerts conjecture holds within the diffusion limit	2019-07-31	Paper
Controlling the occupation time of an exponential martingale	2017-11-17	Paper
Risk assessment using suprema data	2017-10-12	Paper
Optimal portfolio liquidation with additional information	2016-03-08	Paper
MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING	2016-02-03	Paper
The density of a passage time for a renewal-reward process perturbed by a diffusion	2012-11-15	Paper
CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP	2011-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q3656685	2010-01-13	Paper
Dynamic asset pricing theory with uncertain time-horizon	2008-11-25	Paper
Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon	2008-11-25	Paper
Optimal investment decisions when time-horizon is uncertain	2008-11-13	Paper
Counterparty risk valuation for CDS	2008-07-02	Paper
https://portal.mardi4nfdi.de/entity/Q5482356	2006-08-28	Paper
Hazard rate for credit risk and hedging defaultable contingent claims	2004-11-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Christophette Blanchet-Scalliet