Boulevard du Rectorat 7 (B31)
LIEGE, Liege 4000
University of Liege - HEC Management School
in Total Papers Downloads
in Total Papers Citations
Basel 2, operational risk, extreme value theory, external data, RAROC
operational risk management, basel II, advanced measurement approach, copulae, external data, EVT, RAROC, cost-benefit analysis
option pricing, arbitrage-free valuation, scenario trees, numerical analysis, out-of-sample testing
revealed preference axioms, rationality, mixed-integer programming, global optimization, simulated annealing
Multi-dimensional assignment; approximability, worst-case analysis, submodularity, wafer-to-wafer integration
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