The following pages link to Christophette Blanchet-Scalliet (Q253108):
Displaying 26 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Controlling the occupation time of an exponential martingale (Q1678509) (← links)
- The density of a passage time for a renewal-reward process perturbed by a diffusion (Q1761575) (← links)
- Hazard rate for credit risk and hedging defaultable contingent claims (Q1887268) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- Four algorithms to construct a sparse kriging kernel for dimensionality reduction (Q2282609) (← links)
- A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
- CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP (Q3067766) (← links)
- Joint law of an Ornstein–Uhlenbeck process and its supremum (Q3299450) (← links)
- MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598) (← links)
- (Q3656685) (← links)
- First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← links)
- Last minute panic in zero sum games (Q5107929) (← links)
- Enlargement of Filtration in Discrete Time (Q5132612) (← links)
- The De Vylder–Goovaerts conjecture holds within the diffusion limit (Q5226257) (← links)
- Successive enlargement of filtrations and application to insider information (Q5233185) (← links)
- (Q5482356) (← links)
- Gaussian Process Regression on Nested Spaces (Q6109172) (← links)
- A sampling criterion for constrained Bayesian optimization with uncertainties (Q6126129) (← links)
- Risk assessment using suprema data (Q6292460) (← links)
- Coupling and selecting constraints in Bayesian optimization under uncertainties (Q6395419) (← links)
- A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations (Q6493986) (← links)
- Kernel-based sensitivity analysis for (excursion) sets (Q6510137) (← links)
- Kernel-based Sensitivity Analysis for (Excursion) Sets (Q6637481) (← links)
