المؤلفون: Bossu, Sébastien, Crépey, Stéphane, Nguyen, Hoang-Dung

مصطلحات موضوعية: Quantitative Finance - Risk Management

الوصول الحر: http://arxiv.org/abs/2403.14231Test

المؤلفون: Abbas-Turki, Lokman, Crépey, Stéphane, Li, Botao, Saadeddine, Bouazza

مصطلحات موضوعية: Quantitative Finance - Risk Management, Mathematics - Numerical Analysis, Quantitative Finance - Computational Finance, Statistics - Machine Learning

الوصول الحر: http://arxiv.org/abs/2401.13314Test

المؤلفون: Bastide, Dorinel, Crépey, Stéphane

مصطلحات موضوعية: Quantitative Finance - Risk Management, Mathematics - Probability, Quantitative Finance - General Finance

الوصول الحر: http://arxiv.org/abs/2401.07728Test

المؤلفون: Bastide, Dorinel, Crépey, Stéphane, Drapeau, Samuel, Tadese, Mekonnen

مصطلحات موضوعية: Quantitative Finance - Risk Management

الوصول الحر: http://arxiv.org/abs/2310.02608Test

المؤلفون: Bénézet, Cyril, Crépey, Stéphane, Essaket, Dounia

مصطلحات موضوعية: Quantitative Finance - Risk Management, Mathematics - Probability, Quantitative Finance - Computational Finance

الوصول الحر: http://arxiv.org/abs/2304.02479Test

المؤلفون: Crépey, Stéphane, Frikha, Noufel, Louzi, Azar

مصطلحات موضوعية: Quantitative Finance - Computational Finance, Mathematics - Probability, Quantitative Finance - Risk Management

الوصول الحر: http://arxiv.org/abs/2304.01207Test

المؤلفون: Chataigner, Marc, Cousin, Areski, Crépey, Stéphane, Dixon, Matthew, Gueye, Djibril

المصدر: Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints, SIAM Journal on Financial Mathematics 12(3), SC58-SC69, 2021

مصطلحات موضوعية: Quantitative Finance - Mathematical Finance, Quantitative Finance - Computational Finance, Statistics - Machine Learning

الوصول الحر: http://arxiv.org/abs/2212.09957Test

المؤلفون: Abbas-Turki, Lokman, Crépey, Stéphane, Saadeddine, Bouazza

مصطلحات موضوعية: Quantitative Finance - Computational Finance, 91B25, 91G40, 62G08, 62M45, 68Q32

الوصول الحر: http://arxiv.org/abs/2211.17005Test

المؤلفون: Crépey, Stéphane, Noureddine, Lehdili, Madhar, Nisrine, Thomas, Maud

مصطلحات موضوعية: Quantitative Finance - Statistical Finance, Mathematics - Statistics Theory, Statistics - Methodology

الوصول الحر: http://arxiv.org/abs/2209.11686Test

المؤلفون: Barrera, D, Crépey, S, Gobet, E, Nguyen, Hoang-Dung, Saadeddine, B

مصطلحات موضوعية: Quantitative Finance - Computational Finance, Statistics - Machine Learning

الوصول الحر: http://arxiv.org/abs/2209.06476Test