Barrieu, Pauline
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
2011/01/27 by Barrieu, Pauline, Karoui, Nicole El · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures
2007/08/07 by Pauline Barrieu, Barrieu, Pauline, Nicole El Karoui +1 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR
- Assessing Financial Model Risk
2013/07/02 by Barrieu, Pauline, Scandolo, Giacomo · 1 citation
#91G99 #FOS: Economics and business #Risk Management (q-fin.RM)
- A random forest based approach for predicting spreads in the primary catastrophe bond market
2020/01/28 by Makariou, Despoina, Barrieu, Pauline, Chen, Yining · 1 citation
#FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Pricing of Securities (q-fin.PR)