Olivier Bardou

Available identifiers

zbMath Open bardou.olivierMaRDI QIDQ2431004

List of research outcomes

Publication	Date of Publication	Type
CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM	2016-02-22	Paper
Statistical estimation for reflected skew processes	2011-04-08	Paper
WHEN ARE SWING OPTIONS BANG-BANG?	2010-09-21	Paper
Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC	2010-02-15	Paper
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling	2010-01-06	Paper
Optimal Quantization for the Pricing of Swing Options	2009-09-13	Paper
https://portal.mardi4nfdi.de/entity/Q5482355	2006-08-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Olivier Bardou