Florian Bourgey

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Person:777906

Available identifiers

zbMath Open bourgey.florianMaRDI QIDQ777906

List of research outcomes





PublicationDate of PublicationType
Bridging socioeconomic pathways of \(\mathrm{CO}_2\) emission and credit risk2024-06-04Paper
Local volatility under rough volatility2024-01-31Paper
Weak approximations and VIX option price expansions in forward variance curve models2023-09-25Paper
A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions2022-11-25Paper
Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model2021-01-15Paper
Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations2020-07-08Paper

Research outcomes over time

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