The following pages link to Areski Cousin (Q323573):
Displaying 19 items.
- Kriging of financial term-structures (Q323575) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- Dynamic hedging of portfolio credit risk in a Markov copula model (Q2247917) (← links)
- Asset allocation strategies in the presence of liability constraints (Q2520460) (← links)
- Hedging default risks of CDOs in Markovian contagion models (Q2866390) (← links)
- (Q2888095) (← links)
- Hedging CDO Tranches in a Markovian Environment (Q3061145) (← links)
- Adaptive Robust Control under Model Uncertainty (Q3121333) (← links)
- (Q4925746) (← links)
- On the consistency of Sobol indices with respect to stochastic ordering of model parameters (Q4967804) (← links)
- Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints (Q5162840) (← links)
- A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part I: Markov Copula Perspective (Q5256598) (← links)
- A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part II: Common-Shock Interpretation, Calibration and Hedging Issues (Q5256599) (← links)
- A Bottom-Up Dynamic Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries (Q5419654) (← links)
- An extension of Davis and Lo's contagion model (Q5746773) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)
