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Current contact address
| Country | France |
|---|---|
| City | Grenoble |
| Institution | Grenoble Ecole de Management |
| Institute | Department Gestion, Droit et Finance |
Profile
| Research fields | Economic Theory,Stochastics, Probability Theory,Mathematical game theory, economics, social and behavioral sciences |
|---|---|
| Keywords | option pricing and hedging, Copulas, Risk Measures, Systemic Risk, Tail Dependence |