Areski Cousin (SAF)

Identifiers

• name variant Areski Cousin (SAF) 0.60 · backfill

Papers (5)

1. Kriging of financial term-structures q-fin.CP · 2016 · author #1
2. On the consistency of Sobol indices with respect to stochastic ordering of model parameters math.ST · 2014 · author #1
3. On the range of admissible term-structures q-fin.CP · 2014 · author #1
4. On Multivariate Extensions of Value-at-Risk q-fin.RM · 2011 · author #1
5. An extension of Davis and Lo's contagion model q-fin.RM · 2009 · author #3

Mentions

• 1407.5565 #1 · backfill · confidence 0.70 Areski Cousin (SAF)
• 1404.0340 #1 · backfill · confidence 0.70 Areski Cousin (SAF)
• 1111.1349 #1 · backfill · confidence 0.70 Areski Cousin (SAF)
• 0904.1653 #3 · backfill · confidence 0.70 Areski Cousin (SAF)

Frequent Coauthors

• Didier Rulli\`ere (SAF) 2 shared papers
• Ibrahima Niang (SAF) 2 shared papers
• Alexandre Janon (LM-Orsay 1 shared papers
• DEMO-ENSMSE) 1 shared papers
• Diana Dorobantu (SAF) 1 shared papers
• Elena Di Bernadino (SAF) 1 shared papers
• Hassan Maatouk (GdR MASCOT-NUM 1 shared papers
• LIMOS 1 shared papers
• - M\'ethodes d'Analyse Stochastique des Codes et Traitements Num\'eriques) 1 shared papers
• V\'eronique Maume-Deschamps (ICJ) 1 shared papers