Concepedia

Olivier Bardou

OB

Statistics

Publications

5

Citations

211

H-Index

5

Active since

1994

Affiliations

Laboratoire de Probabilités et Modèles Aléatoires(Current)

Olivier Bardou is an author at Laboratoire de Probabilités et Modèles Aléatoires specializing in engineering, systems engineering, and mechanical engineering.

Top concepts

Publications per year

1994–2013

5

Publications

5

Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling

Olivier Bardou, Noufel Frikha, Gilles Pagès · Monte Carlo Methods and Applications · 2009 · 64 citations · Full text

Optimal quantization for the pricing of swing options

Olivier Bardou, Gilles Pagès · 2012 · 58 citations

Early detection of leakages in the exhaust and discharge systems of reciprocating machines by vibration analysis

Olivier Bardou, M. Sidahmed · Mechanical Systems and Signal Processing · 1994 · 39 citations

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Computing VaR and CVaR using Stochastic Approximation and Adaptive Unconstrained Importance Sampling

Olivier Bardou, Noufel Frikha, Gilles Pagès · 2009 · 36 citations

CV<scp>a</scp>R HEDGING USING QUANTIZATION‐BASED STOCHASTIC APPROXIMATION ALGORITHM

Olivier Bardou, Noufel Frikha, Gilles Pagès · Mathematical Finance · 2013 · 14 citations · Full text

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