Hazard rate for credit risk and hedging defaultable contingent claims. - Christophette Blanchet-Scalliet; Monique Jeanblanc (Finance Stochastics, 2004)

The density of a passage time for a renewal-reward process perturbed by a diffusion. - Christophette Blanchet-Scalliet; Diana Dorobantu; Didier Rullière (Appl. Math. Lett., 2013)

Four algorithms to construct a sparse kriging kernel for dimensionality reduction. - Christophette Blanchet-Scalliet; Céline Helbert; Mélina Ribaud; Céline Vial (Comput. Stat., 2019)

The De Vylder-Goovaerts conjecture holds within the diffusion limit. - Stefan Ankirchner; Christophette Blanchet-Scalliet; Nabil Kazi-Tani (J. Appl. Probab., 2019)

Joint law of an Ornstein-Uhlenbeck process and its supremum. - Christophette Blanchet-Scalliet; Diana Dorobantu; Laura Gay (J. Appl. Probab., 2020)

Robust optimization: A kriging-based multi-objective optimization approach. - Mélina Ribaud; Christophette Blanchet-Scalliet; Céline Helbert; Frédéric Gillot (Reliab. Eng. Syst. Saf., 2020)

A sampling criterion for constrained Bayesian optimization with uncertainties. - Mohamed Reda El Amri; Rodolphe Le Riche; Céline Helbert; Christophette Blanchet-Scalliet (CoRR, 2021)

Gaussian Process Regression on Nested Spaces. - Christophette Blanchet-Scalliet; Bruno Demory; Thierry Gonon; Céline Helbert (SIAM/ASA J. Uncertain. Quantification, 2023)

Kernel-based Sensitivity Analysis for (Excursion) Sets. - Noé Fellmann; Christophette Blanchet-Scalliet; Céline Helbert; Aurora Spagnol; Delphine Sinoquet (Technometrics, 2024)

Sensitivity analysis for sets: Application to pollutant concentration maps. - Noé Fellmann; Mathis Pasquier; Christophette Blanchet-Scalliet; Céline Helbert; Aurora Spagnol; Delphine Sinoquet (Qual. Reliab. Eng. Int., 2024)