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Optimal hedging in continuous time with futures and forward contracts in a stochastic interest rate environment
Pham, Huyên - 1993
Persistent link: https://www.econbiz.de/10000878560
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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548982
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A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548990
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Stochastic targets with mixed diffusion processes and viscosity solutions
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548992
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Quadratic hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1995
Persistent link: https://www.econbiz.de/10000924110
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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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Estimation of a dynamic hedge
Gouriéroux, Christian; Laurent, Jean-Paul - 1996
Persistent link: https://www.econbiz.de/10000950710
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Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda; Grasselli, Martino; Koehl, … - 1999
Persistent link: https://www.econbiz.de/10001355592
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Commission "Agriculture, Alimentation et Développement Rural" du XIe plan
Barlier, André (contributor);  … - 1993
Persistent link: https://www.econbiz.de/10000891295
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L' industrie agro-alimentaire en Nord-Pas-de-Calais : structure et evolution 1984 - 1991
1994
Persistent link: https://www.econbiz.de/10000892143