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Koehl, P.-F.
3
Alziary, B.
1
Décamps, J.-P.
1
Jouini, E.
1
Pham, H.
1
Touzi, N.
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Journal of mathematical economics
2
Journal of banking & finance
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OLC EcoSci
ECONIS (ZBW)
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1
Optimal investment with taxes: an existence result
Jouini, E.
;
Koehl, P.-F.
;
Touzi, N.
- In:
Journal of mathematical economics
33
(
2000
)
4
,
pp. 373-388
Persistent link: https://www.econbiz.de/10006046137
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2
Sublinear price functionals under portfolio constraints
Koehl, P.-F.
;
Pham, H.
- In:
Journal of mathematical economics
33
(
2000
)
3
,
pp. 339-352
Persistent link: https://www.econbiz.de/10006046599
Saved in:
3
A P.D.E. approach to Asian options: Analytical and numerical evidence
Alziary, B.
;
Décamps, J.-P.
;
Koehl, P.-F.
- In:
Journal of banking & finance
21
(
1997
)
5
,
pp. 613-640
Persistent link: https://www.econbiz.de/10005905575
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