Florian Bourgey

Orcid: 0000-0002-4097-6687

According to our database1, Florian Bourgey authored at least 4 papers between 2020 and 2024.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Bridging socioeconomic pathways of rmCO<sub>2</sub> emission and credit risk.
Ann. Oper. Res., May, 2024

2022
A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions.
SIAM/ASA J. Uncertain. Quantification, 2022

2020
Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model.
SIAM J. Financial Math., 2020

Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations.
Monte Carlo Methods Appl., 2020


  Loading...