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A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356
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Multiple risks and asymmetric information
Koehl, Pierre-François; Villeneuve, Bertrand - 1996
Persistent link: https://www.econbiz.de/10000952932
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924113
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A dynamic model of the liquidity premium
Koehl, Pierre-François - 1995
Persistent link: https://www.econbiz.de/10000927787
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A review of nonparametric time series analysis
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong - 1996
Persistent link: https://www.econbiz.de/10000949642
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Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François; Pham, Huyên; Touzi, Nizar - 1996
Persistent link: https://www.econbiz.de/10000950709
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Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - 1997
Persistent link: https://www.econbiz.de/10000980276
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Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - 1997
Persistent link: https://www.econbiz.de/10000980446
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Optimal investment with taxes : an optimal control problem with endogenous delay
Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980449
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Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - 1997
Persistent link: https://www.econbiz.de/10000980452