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Disambiguation of "Blanchet-Scalliet, Christophette"

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Technical analysis compared to mathematical models based methods under parameters mis-specification

, , , , and . Journal of Banking & Finance, 31 (5): 1351--1373 (May 2007)

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Steve Blanchet

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Other publications of authors with the same name

Technical analysis compared to mathematical models based methods under parameters mis-specification, , , , and . Journal of Banking & Finance, 31 (5): 1351--1373 (May 2007)The De Vylder-Goovaerts conjecture holds within the diffusion limit., , and . J. Appl. Probab., 56 (2): 546-557 (2019)Robust optimization: A kriging-based multi-objective optimization approach., , , and . Reliab. Eng. Syst. Saf., (2020)Gaussian Process Regression on Nested Spaces., , , and . SIAM/ASA J. Uncertain. Quantification, 11 (2): 426-451 (June 2023)Hazard rate for credit risk and hedging defaultable contingent claims., and . Finance and Stochastics, 8 (1): 145-159 (2004)Joint law of an Ornstein-Uhlenbeck process and its supremum., , and . J. Appl. Probab., 57 (2): 541-558 (2020)A sampling criterion for constrained Bayesian optimization with uncertainties., , , and . CoRR, (2021)The density of a passage time for a renewal-reward process perturbed by a diffusion., , and . Appl. Math. Lett., 26 (1): 108-112 (2013)Dynamic asset pricing theory with uncertain time-horizon, , and . Journal of Economic Dynamics and Control, 29 (10): 1737--1764 (October 2005)Four algorithms to construct a sparse kriging kernel for dimensionality reduction., , , and . Comput. Stat., 34 (4): 1889-1909 (2019)