default search action
Steven Vanduffel
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2025
- [j18]An Chen, Steven Vanduffel, Morten C. Wilke
:
Optimal payoffs under smooth ambiguity. Eur. J. Oper. Res. 320(3): 754-764 (2025) - 2024
- [j17]Carole Bernard
Implied value-at-risk and model-free simulation. Ann. Oper. Res. 336(1-2): 925-943 (2024) - [j16]Silvana M. Pesenti
Optimal transport divergences induced by scoring functions. Oper. Res. Lett. 57: 107146 (2024) - 2023
- [j15]Carole Bernard
Optimal multivariate financial decision making. Eur. J. Oper. Res. 307(1): 468-483 (2023) - 2022
- [j14]Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
Fair allocation of indivisible goods with minimum inequality or minimum envy. Eur. J. Oper. Res. 297(2): 741-752 (2022) - [j13]Dries Cornilly, Giovanni Puccetti
On some synchronization problems with multiple instances. J. Comput. Appl. Math. 400: 113697 (2022) - 2020
- [j12]Giovanni Puccetti
On the computation of Wasserstein barycenters. J. Multivar. Anal. 176 (2020) - [j11]Kris Boudt
The minimum regularized covariance determinant estimator. Stat. Comput. 30(1): 113-128 (2020)
2010 – 2019
- 2019
- [j10]Carole Bernard
Optimal strategies under Omega ratio. Eur. J. Oper. Res. 275(2): 755-767 (2019) - [j9]Carole Bernard
Optimal portfolio choice with benchmarks. J. Oper. Res. Soc. 70(10): 1600-1621 (2019) - 2018
- [j8]Kris Boudt
Block rearranging elements within matrix columns to minimize the variability of the row sums. 4OR 16(1): 31-50 (2018) - [j7]Carole Bernard
Rearrangement algorithm and maximum entropy. Ann. Oper. Res. 261(1-2): 107-134 (2018) - 2017
- [j6]Steven Vanduffel, Jing Yao
A stein type lemma for the multivariate generalized hyperbolic distribution. Eur. J. Oper. Res. 261(2): 606-612 (2017) - [j5]Carole Bernard
Risk bounds for factor models. Finance Stochastics 21(3): 631-659 (2017) - 2014
- [j4]Carole Bernard
Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. Eur. J. Oper. Res. 234(2): 469-480 (2014) - [j3]Carole Bernard, Ludger Rüschendorf, Steven Vanduffel:
Optimal claims with fixed payoff structure. J. Appl. Probab. 51(A): 175-188 (2014) - 2012
- [j2]Bernardo K. Pagnoncelli, Steven Vanduffel
A provisioning problem with stochastic payments. Eur. J. Oper. Res. 221(2): 445-453 (2012) - [j1]Carole Bernard
A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011). J. Appl. Probab. 49(3): 866-875 (2012)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-12-10 21:42 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: