PETITJEAN, S. P. (2023). Detection of Net Asset Value Computation Errors in the Context of the Control of UCITS Funds' Values [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/58122 |
Petitjean, S. P., & Schiltz, J. (12 July 2019). Financial markets dependence modeling using vine copulae - Vine copulae estimation of asset decomposition [Paper presentation]. 23rd International Congress on Insurance: Mathematics and Economics, München, Germany. |
Petitjean, S. P., & Schiltz, J. (08 July 2019). Financial markets dependence modeling using vine copulae - Preliminary work for vine copula modeling in finance [Paper presentation]. Workshop on Vine Copulas, München, Germany. |