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12
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Bernard, Carole
14
Quittard-Pinon, François
5
Le Courtois, Olivier
4
Tian, Weidong
3
Boyle, Phelim
2
Cui, Zhenyu
2
Boyle, Phelim P
1
Boyle, Phelim P.
1
Courtois, Olivier Le
1
Forde, Martin
1
Gornall, William
1
Jacquier, Antoine
1
Ji, Shaolin
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of economic dynamics & control
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
The European journal of finance
1
The Geneva risk and insurance review
1
The journal of computational finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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OLC EcoSci
ECONIS (ZBW)
126
RePEc
22
Other ZBW resources
1
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1
A New Procedure for Pricing Parisian Options
Bernard, Carole
;
Courtois, Olivier Le
;
Quittard-Pinon, …
- In:
The journal of derivatives : the official publication …
12
(
2005
)
4
,
pp. 45-53
Persistent link: https://www.econbiz.de/10005921777
Saved in:
2
Market value of life insurance contracts under stochastic interest rates and default risk
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Insurance / Mathematics & economics
36
(
2005
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10006876253
Saved in:
3
Insurance Market Effects of Risk Management Metrics
Bernard, Carole
;
Tian, Weidong
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10008420792
Saved in:
4
A natural hedge for equity indexed annuities
Bernard, Carole
;
Boyle, Phelim P.
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 211-230
Persistent link: https://www.econbiz.de/10009884618
Saved in:
5
An optimal insurance design problem under Knightian uncertainty
Bernard, Carole
;
Ji, Shaolin
;
Tian, Weidong
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
2
,
pp. 99-124
Persistent link: https://www.econbiz.de/10010183215
Saved in:
6
Evaluation en fair value de contrats participatifs
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 73-107
Persistent link: https://www.econbiz.de/10009918906
Saved in:
7
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10008089748
Saved in:
8
Pricing timer options
Bernard, Carole
;
Cui, Zhenyu
- In:
The journal of computational finance
15
(
2011
)
1
,
pp. 69-105
Persistent link: https://www.econbiz.de/10009794536
Saved in:
9
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2939
Persistent link: https://www.econbiz.de/10008880261
Saved in:
10
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim
- In:
The European journal of finance
17
(
2011
)
3
,
pp. 169-197
Persistent link: https://www.econbiz.de/10008881322
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