Mathieu Cambou

MODEL UNCERTAINTY AND SCENARIO AGGREGATION

Mathieu Cambou, Damir Filipovic, D. Filipović, 2014 .

Scenario Aggregation (working paper)

Mathieu Cambou, Damir Filipovi, 2013 .

Model Uncertainty and Scenario Aggregation

Damir Filipović, Mathieu Cambou, 2017 .

Quasi-random numbers for copula models

Christiane Lemieux, Mathieu Cambou, Marius Hofert, 2015, Stat. Comput..

Replicating portfolio approach to capital calculation

Mathieu Cambou, Damir Filipovic, D. Filipović, 2017, Finance Stochastics.