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~type_genre:"Aufsatz in Zeitschrift"
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Assessing the costs of protection in a context of switching stochastic regimes
Barrieu, Pauline
;
Bellamy, Nadine
;
Sahut, Jean-Michel
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 495-511
Persistent link: https://www.econbiz.de/10009710932
Saved in:
2
Wealth optimization in an incomplete market driven by a jump-diffusion process
Bellamy, Nadine
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 259-287
Persistent link: https://www.econbiz.de/10001567657
Saved in:
3
Asian options in a market driven by a discontinuous process
Bellamy, Nadine
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10001544317
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