Bayesian approach to model-based extrapolation of nuclear observables von Neufcourt, Léo, Cao, Yuchen, Nazarewicz, Witold, Viens, Frederi

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Neutron Drip Line in the Ca Region from Bayesian Model Averaging von Neufcourt, Léo, Cao, Yuchen, Nazarewicz, Witold, Olsen, Erik, Viens, Frederi

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Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing von Gu, Ailing, Viens, Frederi G., Yao, Haixiang

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Small-Time Asymptotics for Gaussian Self-Similar Stochastic Volatility Models von Gulisashvili, Archil, Viens, Frederi, Zhang, Xin

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Statistical Aspects of the Fractional Stochastic Calculus von Tudor, Ciprian A., Viens, Frederi G.

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Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity von Gu, Ailing, Viens, Frederi G., Yi, Bo

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Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model von Yi, Bo, Li, Zhongfei, Viens, Frederi G., Zeng, Yan

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Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model von Gu, Ailing, Viens, Frederi G., Shen, Yang

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Density Formula and Concentration Inequalities with Malliavin Calculus von Nourdin, Ivan, Viens, Frederi

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R&D Spending, Knowledge Capital, and Agricultural Productivity Growth: A Bayesian Approach von Baldos, Uris Lantz C, Viens, Frederi G, Hertel, Thomas W, Fuglie, Keith O

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Estimation and pricing under long-memory stochastic volatility von Chronopoulou, Alexandra, Viens, Frederi G.

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Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model von Gu, Ailing, Chen, Shumin, Li, Zhongfei, Viens, Frederi G.

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Mathematical Modeling and Stability Analysis of Systemic Risk in the Banking Ecosystem von Irakoze, Irène, Nahayo, Fulgence, Ikpe, Dennis, Gyamerah, Samuel Asante, Viens, Frederi

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A Bayesian analysis of longitudinal farm surveys in Central Malawi reveals yield determinants and site-specific management strategies von Wang, Han, Snapp, Sieglinde S, Fisher, Monica, Viens, Frederi

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Stochastic volatility and option pricing with long-memory in discrete and continuous time von Chronopoulou, Alexandra, Viens, Frederi G.

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Bayes goes fast: Uncertainty quantification for a covariant energy density functional emulated by the reduced basis method von Giuliani, Pablo, Godbey, Kyle, Bonilla, Edgard, Viens, Frederi, Piekarewicz, Jorge

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Berry-Esséen bounds for parameter estimation of general Gaussian processes von Douissi, Soukaina, Es-Sebaiy, Khalifa, G. Viens, Frederi

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VARIATIONS AND ESTIMATORS FOR SELF-SIMILARITY PARAMETERS VIA MALLIAVIN CALCULUS von Tudor, Ciprian A., Viens, Frederi G.

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RECONSTRUCTING PAST TEMPERATURES FROM NATURAL PROXIES AND ESTIMATED CLIMATE FORCINGS USING SHORT- AND LONG-MEMORY MODELS von Barboza, Luis, Li, Bo, Tingley, Martin P., Viens, Frederi G.

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A MARTINGALE APPROACH FOR FRACTIONAL BROWNIAN MOTIONS AND RELATED PATH DEPENDENT PDES von Viens, Frederi, Zhang, Jianfeng

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