Didier Maillard

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

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2019

Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to VaR and CVaR.

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Didier Maillard

Ann. Oper. Res., 2019