A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility. - Rahul Desai; Tanmay Lele; Frederi Viens (CIFEr, 2003)

Mathematical Modeling and Stability Analysis of Systemic Risk in the Banking Ecosystem. - Irène Irakoze; Fulgence Nahayo; Dennis Ikpe; Samuel Asante Gyamerah; Frederi Viens (J. Appl. Math., 2023)