Didier Maillard

According to our database1, Didier Maillard authored at least 1 paper in 2019.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

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Links

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Bibliography

2019
Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to VaR and CVaR.
Ann. Oper. Res., 2019


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