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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Finance and stochastics
18
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IEEE transactions on reliability : R ; IEEE T R
14
Stochastic Processes and their Applications
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Paris Princeton lectures on mathematical finance
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Asia-Pacific Financial Markets
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Optimal stopping, free boundary and American option in a jump diffusion model
Pham, Huyên
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1995
Persistent link: https://www.econbiz.de/10000912011
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2
Quadratic hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
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3
Large deviations in estimation of an Ornstein-Uhlenbeck model
Florens-Landais, D.
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950707
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4
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
5
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
6
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
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