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Epiconvergence of relaxed stochastic optimization problems
Leclère, Vincent - In: Operations research letters 47 (2019) 6, pp. 553-559
Persistent link: https://www.econbiz.de/10012131865
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Statistical emulators for pricing and hedging longevity risk products
Risk, J.; Ludkovski, M. - In: Insurance / Mathematics & economics 68 (2016), pp. 45-60
Persistent link: https://www.econbiz.de/10011492443
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Testing alternative regression frameworks for predictive modeling of health care costs
Duncan, I.; Loginov, M.; Ludkovski, M. - In: North American actuarial journal 20 (2016) 1, pp. 65-87
Persistent link: https://www.econbiz.de/10011721340
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Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da; Leclère, Vincent - In: Operations research letters 51 (2023) 3, pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
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Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel; Leclère, Vincent - In: European journal of operational research : EJOR 249 (2016) 1, pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
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Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis
Forcier, Maël; Leclère, Vincent - In: Operations research letters 50 (2022) 5, pp. 452-457
Persistent link: https://www.econbiz.de/10013449410
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An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility
Grasselli, M. R.; Lima, B. Costa - In: Mathematics and financial economics 6 (2012) 3, pp. 191-210
Persistent link: https://www.econbiz.de/10009624631
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Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.; Hurd, T. R. - In: Applied mathematical finance 14 (2007) 4, pp. 303-317
Persistent link: https://www.econbiz.de/10003543040