![](https://dblp.dagstuhl.de/img/logo.ua.320x120.png)
![](https://dblp.dagstuhl.de/img/dropdown.dark.16x16.png)
![](https://dblp.dagstuhl.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
![search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
default search action
Carole Bernard
Person information
Refine list
![note](https://dblp.dagstuhl.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j16]Carole Bernard
, Andrea Perchiazzo
, Steven Vanduffel
:
Implied value-at-risk and model-free simulation. Ann. Oper. Res. 336(1-2): 925-943 (2024) - [j15]Carole Bernard
, Alfred Müller
, Marco Oesting:
Lp-norm spherical copulas. J. Multivar. Anal. 201: 105262 (2024) - [i1]Carole Bernard, Stephan Sturm:
Examples and Counterexamples of Cost-efficiency in Incomplete Markets. CoRR abs/2407.08756 (2024) - 2023
- [j14]Carole Bernard
, Luca De Gennaro Aquino, Steven Vanduffel:
Optimal multivariate financial decision making. Eur. J. Oper. Res. 307(1): 468-483 (2023)
2010 – 2019
- 2019
- [j13]Carole Bernard
, Steven Vanduffel
, Jiang Ye:
Optimal strategies under Omega ratio. Eur. J. Oper. Res. 275(2): 755-767 (2019) - [j12]Carole Bernard
, Rob H. De Staelen
, Steven Vanduffel:
Optimal portfolio choice with benchmarks. J. Oper. Res. Soc. 70(10): 1600-1621 (2019) - 2018
- [j11]Carole Bernard
, Oleg Bondarenko, Steven Vanduffel
:
Rearrangement algorithm and maximum entropy. Ann. Oper. Res. 261(1-2): 107-134 (2018) - [j10]Carole Bernard
, Christoph M. Rheinberger
, Nicolas Treich:
Catastrophe Aversion and Risk Equity in an Interdependent World. Manag. Sci. 64(10): 4490-4504 (2018) - 2017
- [j9]Carole Bernard
, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang:
Risk bounds for factor models. Finance Stochastics 21(3): 631-659 (2017) - 2016
- [j8]Carole Bernard
, Don McLeish:
Algorithms for Finding Copulas Minimizing Convex Functions of Sums. Asia Pac. J. Oper. Res. 33(5): 1650040:1-1650040:26 (2016) - 2015
- [j7]Carole Bernard
, Claudia Czado
:
Conditional quantiles and tail dependence. J. Multivar. Anal. 138: 104-126 (2015) - 2014
- [j6]Carole Bernard
, Steven Vanduffel
:
Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. Eur. J. Oper. Res. 234(2): 469-480 (2014) - [j5]Carole Bernard, Ludger Rüschendorf, Steven Vanduffel:
Optimal claims with fixed payoff structure. J. Appl. Probab. 51(A): 175-188 (2014) - 2013
- [j4]Carole Bernard
, Zhenyu Cui, Martin Forde, Antoine Jacquier
, Don McLeish, Aleksandar Mijatovic:
Correction note for 'The large-maturity smile for the Heston model'. Finance Stochastics 17(1): 223-224 (2013) - [j3]Carole Bernard
, Wenbo V. Li:
Pricing and Hedging of Cliquet Options and Locally Capped Contracts. SIAM J. Financial Math. 4(1): 353-371 (2013) - 2012
- [j2]Carole Bernard
, Xiao Jiang, Steven Vanduffel:
A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011). J. Appl. Probab. 49(3): 866-875 (2012)
2000 – 2009
- 2009
- [j1]Carole Bernard
, An Chen:
On the regulator-insurer interaction in a structural model. J. Comput. Appl. Math. 233(1): 3-15 (2009) - 2008
- [c1]Carole Bernard
, Christiane Lemieux:
Fast simulation of equity-linked life insurance contracts with a surrender option. WSC 2008: 444-452
Coauthor Index
![](https://dblp.dagstuhl.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-16 18:31 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint