Details
Title
SFI-GE
Formal Name (French)
SFI
Formal Name (English)
SFI
Group ID
U12064
Affiliated authors
Ackerer, Damien Edouard
Baldi Lanfranchi, Federico
Bashchenko, Oksana
Blatt, Julien Arsène
Bogousslavsky, Vincent
Boudabsa, Lotfi
Cambou, Mathieu
Carré, Sylvain Jean Pascal
Catalini, Giulia
Collot, Solene Marine Sophie
Colusso, Paolo
Couvert, Maxime
Cujean, Julien
Curatola, Giuliano Antonio
Davydova, Daria
Divernois, Marc-Aurèle Antoine
Donnelly, Ryan Francis
Dupart, Lorraine
Ebbayilé, Marjorie
Eliet-Doillet, Alice Marie
Fabisik, Kornelia
Frattaroli, Marc
Gauderon, Nicolas
Geelen, Thomas Antonius
Gopalakrishna, Goutham
Hapnes, Erik
Hasler, Michael
Hemmens, Christopher
Herpfer, Christoph Helmut Peter
Hoang, Ngoc Giang
Junge, Jan Benjamin
Kashizadeh, Seyed Javad
Kauz-Cadena, Sophie
Klossner, Damien Olivier
Kolpakov, Ilya
Krek, Oliver Wilhelm
Kulak, Jan Peter
Larsson, Martin
Leclercq, Emmanuel
Mancini, Loriano
Marchal, Alexis
Matera, Giuseppe
Maudonado Bissoto, Luiz Ricardo
Mitali, Shema Frédéric
Munier, Jules
Nik Nejad, Darius
Pagliuca, Luca
Pasricha, Puneet
Perazzi, Elena
Perusset, Florian Jean Charles
Petrov, Evgeny
Praz, Rémy
Rageth, Kevin Marc
Rostova, Natalia
Rötzer, Sebastian
Schwab, Johannes
Sigrist, Yalda
Slavutskaya, Anna
Trevisan, Christopher
Trolle, Anders
Uhl, Niklas
Ulrych, Urban
van der Beck, Philippe
Vissers, Suzanne
Vogel, Sebastian
Wagenschwanz, Anna Maria
Wu, Yue
Xu, Jiahua
Zang, Keyu
Zhang, Yuan
Zhao, Xuan
Zucchi, Francesca Maria
Baldi Lanfranchi, Federico
Bashchenko, Oksana
Blatt, Julien Arsène
Bogousslavsky, Vincent
Boudabsa, Lotfi
Cambou, Mathieu
Carré, Sylvain Jean Pascal
Catalini, Giulia
Collot, Solene Marine Sophie
Colusso, Paolo
Couvert, Maxime
Cujean, Julien
Curatola, Giuliano Antonio
Davydova, Daria
Divernois, Marc-Aurèle Antoine
Donnelly, Ryan Francis
Dupart, Lorraine
Ebbayilé, Marjorie
Eliet-Doillet, Alice Marie
Fabisik, Kornelia
Frattaroli, Marc
Gauderon, Nicolas
Geelen, Thomas Antonius
Gopalakrishna, Goutham
Hapnes, Erik
Hasler, Michael
Hemmens, Christopher
Herpfer, Christoph Helmut Peter
Hoang, Ngoc Giang
Junge, Jan Benjamin
Kashizadeh, Seyed Javad
Kauz-Cadena, Sophie
Klossner, Damien Olivier
Kolpakov, Ilya
Krek, Oliver Wilhelm
Kulak, Jan Peter
Larsson, Martin
Leclercq, Emmanuel
Mancini, Loriano
Marchal, Alexis
Matera, Giuseppe
Maudonado Bissoto, Luiz Ricardo
Mitali, Shema Frédéric
Munier, Jules
Nik Nejad, Darius
Pagliuca, Luca
Pasricha, Puneet
Perazzi, Elena
Perusset, Florian Jean Charles
Petrov, Evgeny
Praz, Rémy
Rageth, Kevin Marc
Rostova, Natalia
Rötzer, Sebastian
Schwab, Johannes
Sigrist, Yalda
Slavutskaya, Anna
Trevisan, Christopher
Trolle, Anders
Uhl, Niklas
Ulrych, Urban
van der Beck, Philippe
Vissers, Suzanne
Vogel, Sebastian
Wagenschwanz, Anna Maria
Wu, Yue
Xu, Jiahua
Zang, Keyu
Zhang, Yuan
Zhao, Xuan
Zucchi, Francesca Maria
Institute
SFI
Faculty
CDM
Note
Members of SFI-GE-unit et CF-CDM
Linked resource
http://sfi.epfl.ch
Publications
A contagion process with self-exciting jumps in credit risk applications
An Option Pricing Formula for the GARCH Diffusion Model
Are green bonds priced lower than their conventional peers?
Cash Sub-additive Risk Measures and Interest Rate Ambiguity
Comonotone Pareto optimal allocations for law invariant robust utilities on L-1
Does protectionist anti-takeover legislation lead to managerial entrenchment?
Machine learning with kernels for portfolio valuation and risk management
Option pricing with orthogonal polynomial expansions
Pareto Optimal Allocations for Probabilistic Sophisticated Variational Preferences
Silicon Nanowire Arrays Coated with Ag and Au Dendrites for Surface-Enhanced Raman Scattering
See complete list of publications (27)
An Option Pricing Formula for the GARCH Diffusion Model
Are green bonds priced lower than their conventional peers?
Cash Sub-additive Risk Measures and Interest Rate Ambiguity
Comonotone Pareto optimal allocations for law invariant robust utilities on L-1
Does protectionist anti-takeover legislation lead to managerial entrenchment?
Machine learning with kernels for portfolio valuation and risk management
Option pricing with orthogonal polynomial expansions
Pareto Optimal Allocations for Probabilistic Sophisticated Variational Preferences
Silicon Nanowire Arrays Coated with Ag and Au Dendrites for Surface-Enhanced Raman Scattering
See complete list of publications (27)
Record appears in
Authorities > Lab