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.

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PhD thesis

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Bibliography

2024

Bridging socioeconomic pathways of rmCO<sub>2</sub> emission and credit risk.

[BibT_eX]

[DOI]

Florian Bourgey

Emmanuel Gobet

Ying Jiao

Ann. Oper. Res., May, 2024

2022

A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions.

[BibT_eX]

[DOI]

Florian Bourgey

Emmanuel Gobet

Clément Rey

SIAM/ASA J. Uncertain. Quantification, 2022

2020

Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model.

[BibT_eX]

[DOI]

Florian Bourgey

Emmanuel Gobet

Clément Rey

SIAM J. Financial Math., 2020

Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations.

[BibT_eX]

[DOI]

Monte Carlo Methods Appl., 2020

Florian Bourgey

Timeline

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