distinct contexts. First, for any real "allocation" matrix f. Second, for any integer constrained "apportionment" matrix f. In …

also more exotic features such as combinations of single and double barriers. Price properties and hedging issues are …

We consider the problem of option hedging in a market with proportional transaction costs. Since super-replication is … very costly in such markets, we replace perfect hedging with an expected loss constraint. Asymptotic analysis for small … transactions is used to obtain a tractable model. A general expansion theory is developed using the dynamic programming approach …

We compare the performance of various hedging strategies for index collateralized debt obligation (CDO) tranches across … a variety of models and hedging methods during the recent credit crisis. Our empirical analysis shows evidence for …-dimensional bottom-up models perform better than simpler top-down models. When it comes to hedging, top-down and regression-based hedging …

stratégie de survie sur un marché dominé par les Big Four. En second lieu, la sociologie de l'innovation a proposé d …

non-adoption de l'innovation dans les pays en développement. Une conceptualisation de ce thème est proposée dans le cadre … autorise un transfert des risques liés à l'innovation individuelle à la communauté dans son ensemble. L'analyse s'appuie sur …

radicale ? Nous analyserons ces tranches de vie sous le filtre de la théorie de l'entrepreneur (innovateur par définition ?) à …