Frederi Viens

According to our database, Frederi Viens authored at least 2 papers between 2003 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Mathematical Modeling and Stability Analysis of Systemic Risk in the Banking Ecosystem.

Irène Irakoze, Fulgence Nahayo, Dennis Ikpe, Samuel Asante Gyamerah, Frederi Viens

J. Appl. Math., 2023

2003

A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility.

Rahul Desai, Tanmay Lele, Frederi Viens

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003