Pauline Barrieu

Publication Activity (10 Years)

Years Active: 2005-2015
Publications (10 Years): 0

Top Topics

Domain Knowledge

Statistical Model

Top Venues

Eur. J. Oper. Res.

Publications

Pauline Barrieu, Giacomo Scandolo
Assessing financial model risk. Eur. J. Oper. Res. 242 (2) (2015)
Pauline Barrieu, Max Fehr
Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing. Oper. Res. 62 (2) (2014)
Pauline Barrieu, Bernard Sinclair-Desgagné
On Precautionary Policies. Manag. Sci. 52 (8) (2006)
Pauline Barrieu, Nicole El Karoui
Inf-convolution of risk measures and optimal risk transfer. Finance Stochastics 9 (2) (2005)