Publications scientifiques

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Idiosyncratic jump risk matters: Evidence from equity returns and options
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Review of Financial Studies, 33(1), 155–211, 2020 référence BibTeX
La méthode de Warner
Accromath, 15(1), 4–5, 2020 référence BibTeX
The gentleman copulist: An interview with Carlo Sempi
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Dependence Modeling, 8(1), 34–44, 2020 référence BibTeX
Insurance applications of dependence modeling: An interview with Edward (Jed) Frees
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Dependence Modeling, 8(1), 93–106, 2020 référence BibTeX
Market targeting and information sharing with social influences in a luxury supply chain
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Transportation Research Part E: Logistics and Transportation Review, 133, 101822, 2020 référence BibTeX
Prediction intervals with random forests
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Statistical Methods in Medical Research, 29(1), 205–229, 2020 référence BibTeX
Improving air crew rostering by considering crew preferences in the crew pairing problem
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Transportation Science, 54(1), 97–114, 2020 référence BibTeX
Non-linear incentive equilibrium strategies for a transboundary pollution differential game
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Pineau P.O., Sigué S., Taboubi S. (eds), Games in Management Science, International Series in Operations Research & Management Science, vol 280, Springer, Cham, 187–204, 2020 référence BibTeX
On the modelling of price effects in the diffusion of optional contingent products
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Pineau P.O., Sigué S., Taboubi S. (eds), Games in Management Science, International Series in Operations Research & Management Science, vol 280, Springer, Cham, 15–39, 2020 référence BibTeX
Spectral analysis of the MIXMAX random number generators
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INFORMS Journal on Computing, 32(1), 135–144, 2020 référence BibTeX