The following pages link to Pauline Barrieu (Q373547):
Displaying 21 items.
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives) (Q1408118) (← links)
- Indifference pricing with uncertainty averse preferences (Q1940387) (← links)
- Assessing contaminated land cleanup costs and strategies (Q2284568) (← links)
- Obituary: Ragnar Norberg (1945--2017) (Q2323646) (← links)
- Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints (Q2442509) (← links)
- Inf-convolution of risk measures and optimal risk transfer (Q2488480) (← links)
- Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process (Q2571234) (← links)
- Assessing financial model risk (Q2630108) (← links)
- A random forest based approach for predicting spreads in the primary catastrophe bond market (Q2665850) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing (Q2875594) (← links)
- (Q3160493) (← links)
- General Pareto Optimal Allocations and Applications to Multi-Period Risks (Q3395763) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)
- (Q3613976) (← links)
- Optimal design of derivatives in illiquid markets* (Q4646780) (← links)
- A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
- Assessing the Costs of Protection in a Context of Switching Stochastic Regimes (Q5363230) (← links)
- (Q5493483) (← links)
