Research output per year
Research output per year
Research output
- 8 Article
Search results
-
2023
A Practical Approach to Quantitative Model Risk Assessment
Bernard, C., Kazzi, R. & Vanduffel, S., 2023, In: Variance (Arlington, Va. Online). 16, 1, p. 1-19 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile81 Downloads (Pure) -
Impact of Systemic Risk Regulation on Optimal Policies and Asset Prices
Bernard, C. & Cui, X., Sep 2023, In: Journal of Banking and Finance. 154, 17 p., 106621.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)21 Downloads (Pure) -
2022
Correction to: Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro, L. & Bernard, C., 1 Jan 2022, In: Decisions in Economics and Finance. 45, 1, p. 447-449 3 p., 45.Research output: Contribution to journal › Article › peer-review
Open Access -
2021
A model-free approach to multivariate option pricing
Bernard, C., Bondarenko, O. & Vanduffel, S., Jul 2021, In: Review of Derivatives Research. 24, 2, p. 135–155 21 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)43 Downloads (Pure) -
Optimal Annuity Demand for General Expected Utility Agents
Bernard, C., De Gennaro, L. & Levante, L., Nov 2021, In: Insurance. Mathematics & Economics. 101, A, p. 70-79 10 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)184 Downloads (Pure) -
When do two- or three-fund separation theorems hold?
Bernard, C., De Vecchi, C. & Vanduffel, S., 2021, In: Quantitative Finance. 21, 11, p. 1869-1883 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)85 Downloads (Pure) -
2020
Bounds on Multi Asset Derivatives via Neural Networks
Bernard, C. & De Gennaro, L., Dec 2020, In: International Journal of Theoretical and Applied Finance. 23, 8, 20 p., 2050050.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)26 Downloads (Pure) -
Range Value-at-Risk bounds for unimodal distributions under partial information
Bernard, C., Kazzi, R. & Vanduffel, S., Sep 2020, In: Insurance: Mathematics and Economics. 94, 1, p. 9-24 15 p.Research output: Contribution to journal › Article › peer-review
12 Citations (Scopus)