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Bruno Remillard

https://www.github.com/null

Author or maintainer of the following packages:

OptHedging

Estimation of value and hedging strategy of call and put options, based on optimal hedging and Monte...
SMFI5

R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering', by Bruno Rem...
TwoCop

This package implements the nonparametric test of equality between two copulas proposed by Remillard...

Impact Percentile

55

Number of Packages

3

Package Downloads

24,611

Citations

0

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