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)

Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model. - Florian Bourgey; Emmanuel Gobet; Clément Rey (SIAM J. Financial Math., 2020)

A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions. - Florian Bourgey; Emmanuel Gobet; Clément Rey (SIAM/ASA J. Uncertain. Quantification, 2022)

Bridging socioeconomic pathways of rmCO2 emission and credit risk. - Florian Bourgey; Emmanuel Gobet; Ying Jiao (Ann. Oper. Res., 2024)