Pauline Barrieu

According to our database, Pauline Barrieu authored at least 4 papers between 2005 and 2015.

Collaborative distances:

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

2015

Assessing financial model risk.

Pauline Barrieu, Giacomo Scandolo

Eur. J. Oper. Res., 2015

2014

Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing.

Pauline Barrieu, Max Fehr

Oper. Res., 2014

2006

On Precautionary Policies.

Pauline Barrieu, Bernard Sinclair-Desgagné

Manag. Sci., 2006

2005

Inf-convolution of risk measures and optimal risk transfer.

Pauline Barrieu, Nicole El Karoui

Finance Stochastics, 2005