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Areski Cousin

According to our database1, Areski Cousin authored at least 5 papers between 2013 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

2013
2014
2015
2016
2017
2018
2019
2020
2021
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1
2
1
1
1
1
1

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2021
Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints.
[BibTeX]
[DOI]
Marc Chataigner
,
Areski Cousin
,
Stéphane Crépey
,
Matthew F. Dixon
,
Djibril Gueye
SIAM J. Financial Math., 2021

2019
Adaptive Robust Control under Model Uncertainty.
[BibTeX]
[DOI]
Tomasz R. Bielecki
,
Tao Chen
,
Igor Cialenco
,
Areski Cousin
,
Monique Jeanblanc
SIAM J. Control. Optim., 2019

2016
Kriging of financial term-structures.
[BibTeX]
[DOI]
Areski Cousin
,
Hassan Maatouk
,
Didier Rullière
Eur. J. Oper. Res., 2016

2014
Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model.
[BibTeX]
[DOI]
Tomasz R. Bielecki
,
Areski Cousin
,
Stéphane Crépey
,
Alexander Herbertsson
J. Optim. Theory Appl., 2014

2013
On multivariate extensions of Value-at-Risk.
[BibTeX]
[DOI]
Areski Cousin
,
Elena Di Bernardino
J. Multivar. Anal., 2013


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