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~isPartOf:"Applied economics letters"
~isPartOf:"CESifo working papers"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Pagès, Gilles"
~subject:"Hedging"
~subject:"Wirtschaftswachstum"
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Pagès, Gilles
Thorvaldur Gylfason
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Applied economics letters
CESifo working papers
Mathematical finance : an international journal of mathematics, statistics and financial theory
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CVaR hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
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2
A quantization tree method for pricing and hedging multidimensional American options
Bally, Vlad
;
Pagès, Gilles
;
Printems, Jacques
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 119-168
Persistent link: https://www.econbiz.de/10002583057
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