Didier Maillard

Publication Activity (10 Years)

Years Active: 2019-2019
Publications (10 Years): 1

Top Topics

Response Surface Methodology

Top Venues

Ann. Oper. Res.

Publications

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Didier Maillard
Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to VaR and CVaR. Ann. Oper. Res. 281 (1-2) (2019)