Florian Bourgey

According to our database, Florian Bourgey authored at least 3 papers between 2020 and 2022.

Collaborative distances:

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

2022

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

Florian Bourgey, Emmanuel Gobet, Clément Rey

SIAM/ASA J. Uncertain. Quantification, 2022

2020

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

Florian Bourgey, Emmanuel Gobet, Clément Rey

SIAM J. Financial Math., 2020

Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations.

Florian Bourgey, Stefano De Marco, Emmanuel Gobet, Alexandre Zhou

Monte Carlo Methods Appl., 2020