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Consistent utility of investment and consumption : a forward/backward SPDE viewpoint
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
-
2017
Persistent link: https://www.econbiz.de/10012200208
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2
Pricing formulae for derivatives in insurance using the Malliavin calculus
Hillairet, Caroline
;
Jiao, Ying
;
Réveillac, Anthony
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2017
Persistent link: https://www.econbiz.de/10012200216
Saved in:
3
Trading against disorderly liquidation of a large position under asymmetric information and market impact
Hillairet, Caroline
;
Hyndman, Cody
;
Jiao, Ying
;
Wang, Renjie
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2017
Persistent link: https://www.econbiz.de/10012200243
Saved in:
4
Shapes of implied volatility with positive mass at zero
De Marco, Stefano
;
Hillairet, Caroline
;
Jacquier, A.
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2017
Persistent link: https://www.econbiz.de/10012200251
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