Olivier Scaillet

According to our database1, Olivier Scaillet authored at least 9 papers between 1998 and 2020.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
SWAG: A Wrapper Method for Sparse Learning.
CoRR, 2020

2016
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News.
Manag. Sci., 2016

2014
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.
Comput. Stat. Data Anal., 2014

2009
Testing for equality between two copulas.
J. Multivar. Anal., 2009

2007
A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives.
Technometrics, 2007

Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases.
Ann. Oper. Res., 2007

2000
Convergence of discrete time option pricing models under stochastic interest rates.
Finance Stochastics, 2000

A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary.
Finance Stochastics, 2000

1998
Path dependent options on yields in the affine term structure model.
Finance Stochastics, 1998


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