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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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Changes in the structure and dynamics of European securities markets
Benos, Alexandros Vassiliou; Crouhy, Michel - 1996
Persistent link: https://www.econbiz.de/10000953116
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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1996
Persistent link: https://www.econbiz.de/10000938031
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909453
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Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap election
Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000987965
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc (contributor) - 1993
Persistent link: https://www.econbiz.de/10000875177
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La régression PLS généralisée
Tenenhaus, Michel - 1993
Persistent link: https://www.econbiz.de/10000875192
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A partial least squares approach to multiple regression, redundancy analysis and canonical analysis
Tenenhaus, Michel - 1995
Persistent link: https://www.econbiz.de/10000930665
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L' approche PLS
Tenenhaus, Michel - 1998
Persistent link: https://www.econbiz.de/10000987963
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Nouvelles méthodes de régressions PLS
Tenenhaus, Michel - 1995
Persistent link: https://www.econbiz.de/10000910600