Clément Rey

According to our database¹, Clément Rey authored at least 4 papers between 2017 and 2022.

Collaborative distances:

Timeline

Book

In proceedings

Article

PhD thesis

Dataset

Other

2022

A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions.

[BibT_eX]

[DOI]

SIAM/ASA J. Uncertain. Quantification, 2022

2020

Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2020

2019

Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications.

[BibT_eX]

[DOI]

Monte Carlo Methods Appl., 2019

2017

Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes.

[BibT_eX]

[DOI]

Monte Carlo Methods Appl., 2017