Caroline Hillairet

Publication Activity (10 Years)

Years Active: 2015-2021
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Stock Index Futures

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Romuald Elie, Caroline Hillairet, François Hu, Marc Juillard
An overview of active learning methods for insurance with fairness appreciation. CoRR (2021)
Stefano De Marco, Caroline Hillairet, Antoine Jacquier
Shapes of Implied Volatility with Positive Mass at Zero. SIAM J. Financial Math. 8 (1) (2017)
Caroline Hillairet, Ying Jiao
Portfolio optimization with insider's initial information and counterparty risk. Finance Stochastics 19 (1) (2015)