According to our database1, Carole Bernard authored at least 13 papers between 2008 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Optimal strategies under Omega ratio.
European Journal of Operational Research, 2019
Catastrophe Aversion and Risk Equity in an Interdependent World.
Management Science, 2018
Rearrangement algorithm and maximum entropy.
Annals OR, 2018
Risk bounds for factor models.
Finance and Stochastics, 2017
Algorithms for Finding Copulas Minimizing Convex Functions of Sums.
Conditional quantiles and tail dependence.
J. Multivariate Analysis, 2015
Optimal claims with fixed payoff structure.
J. Applied Probability, 2014
Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection.
European Journal of Operational Research, 2014
Pricing and Hedging of Cliquet Options and Locally Capped Contracts.
SIAM J. Financial Math., 2013
Correction note for 'The large-maturity smile for the Heston model'.
Finance and Stochastics, 2013
A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011).
J. Applied Probability, 2012
On the regulator-insurer interaction in a structural model.
J. Computational Applied Mathematics, 2009
Fast simulation of equity-linked life insurance contracts with a surrender option.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008