Areski Cousin

According to our database, Areski Cousin authored at least 5 papers between 2013 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints.

Marc Chataigner, Areski Cousin, Stéphane Crépey, Matthew F. Dixon, Djibril Gueye

SIAM J. Financial Math., 2021

2019

Adaptive Robust Control under Model Uncertainty.

Tomasz R. Bielecki, Tao Chen, Igor Cialenco, Areski Cousin, Monique Jeanblanc

SIAM J. Control. Optim., 2019

2016

Kriging of financial term-structures.

Areski Cousin, Hassan Maatouk, Didier Rullière

Eur. J. Oper. Res., 2016

2014

Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model.

Tomasz R. Bielecki, Areski Cousin, Stéphane Crépey, Alexander Herbertsson

J. Optim. Theory Appl., 2014

2013

On multivariate extensions of Value-at-Risk.

Areski Cousin, Elena Di Bernardino

J. Multivar. Anal., 2013