Laurent Devineau

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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!

PublicationDate of PublicationType
Fast calibration of the libor market model with stochastic volatility and displaced diffusion
Journal of Industrial and Management Optimization
2020-06-18Paper
Mortality data reliability in an internal model2018-03-01Paper
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management
European Actuarial Journal
2011-08-25Paper


Research outcomes over time


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