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~person:"Laurent, Jean-Paul"
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Laurent, Jean-Paul
Elliott, Robert J.
47
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Hedging CDO tranches in a Markovian environment
Cousin, Areski
;
Jeanblanc, Monique
;
Laurent, Jean-Paul
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 1-61
Persistent link: https://www.econbiz.de/10009356720
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2
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
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3
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
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