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researcher

C. Blanchet-Scalliet

8 papers hereh-index 10669 citations49 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author4
  • last author1

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.OC2
  • q-fin.PR2
  • math.PR1
  • math.ST1
  • q-fin.CP1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20082023
most citedCounterparty risk valuation for CDS

15 citations · 24 across the 8 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2023

Kernel-based sensitivity analysis for (excursion) sets

Noé Fellmann, Christophette Blanchet-Scalliet, Céline Helbert +2

In this paper, we aim to perform sensitivity analysis of set-valued models and, in particular, to quantify the impact of uncertain inputs on feasible sets, which are key elements i…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.