Carole Bernard

Identifiers

• name variant Carole Bernard 0.60 · backfill

Papers (8)

1. Cost-efficiency in Incomplete Markets q-fin.PM · 2022 · author #1
2. Algorithms for Finding Copulas Minimizing Convex Functions of Sums stat.CO · 2015 · author #1
3. Quantile of a Mixture stat.OT · 2014 · author #1
4. Convergence of the discrete variance swap in time-homogeneous diffusion models q-fin.PR · 2013 · author #1
5. On the martingale property in stochastic volatility models based on time-homogeneous diffusions math.PR · 2013 · author #1
6. Optimal Payoffs under State-dependent Preferences q-fin.PM · 2013 · author #1
7. Prices and Asymptotics for Discrete Variance Swaps q-fin.PR · 2013 · author #1
8. Rationalizing Investors Choice q-fin.PM · 2013 · author #1

Mentions

• 1502.02130 #1 · backfill · confidence 0.70 Carole Bernard
• 1411.4824 #1 · backfill · confidence 0.70 Carole Bernard
• 1310.0099 #1 · backfill · confidence 0.70 Carole Bernard
• 1310.0092 #1 · backfill · confidence 0.70 Carole Bernard
• 1308.6465 #1 · backfill · confidence 0.70 Carole Bernard
• 1305.7092 #1 · backfill · confidence 0.70 Carole Bernard
• 1302.4679 #1 · backfill · confidence 0.70 Carole Bernard

Frequent Coauthors

• Don McLeish 3 shared papers
• Steven Vanduffel 3 shared papers
• Zhenyu Cui 3 shared papers
• Franck Moraux 1 shared papers
• Jit Seng Chen 1 shared papers
• Ludger Rueschendorf 1 shared papers
• Stephan Sturm 1 shared papers