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Hillairet, Caroline
Jiao, Ying
11
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10
El Karoui, Nicole
8
Mrad, Mohamed
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ECONIS (ZBW)
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Existence of equilibrium with discontinuous prices, asymmetric information, and nontrivial initial sigma-fields
Hillairet, Caroline
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10002583035
Saved in:
2
Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline
;
Jiao, Ying
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
Saved in:
3
Invited editorial "The challenges imposed by low interest rates”
Beacco, Jean-Michel
;
Lubochinsky, Catherine
;
Briere, Marie
- In:
The journal of asset management
20
(
2019
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10012125372
Saved in:
4
Portfolio optimization with different information flow
Hillairet, Caroline
;
Jiao, Ying
-
2017
Persistent link: https://www.econbiz.de/10011607049
Saved in:
5
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
Saved in:
6
Pricing formulae for derivatives in insurance using the Malliavin calculus
Hillairet, Caroline
;
Jiao, Ying
;
Réveillac, Anthony
-
2017
Persistent link: https://www.econbiz.de/10012200216
Saved in:
7
Trading against disorderly liquidation of a large position under asymmetric information and market impact
Hillairet, Caroline
;
Hyndman, Cody
;
Jiao, Ying
;
Wang, Renjie
-
2017
Persistent link: https://www.econbiz.de/10012200243
Saved in:
8
Shapes of implied volatility with positive mass at zero
De Marco, Stefano
;
Hillairet, Caroline
;
Jacquier, A.
-
2017
Persistent link: https://www.econbiz.de/10012200251
Saved in:
9
Information asymmetry in pricing of credit derivatives
Hillairet, Caroline
;
Jiao, Ying
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 611-633
Persistent link: https://www.econbiz.de/10009298523
Saved in:
10
Le prix du risque de longévité
El Karoui, Nicole
;
Hillairet, Caroline
;
Loisel, Stéphane
; …
- In:
Revue d'économie financière : revue trimestrielle de …
133
(
2019
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012431979
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