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Les dérivés de crédit
Laurent, Jean-Paul - In: Revue d'économie financière : revue trimestrielle de … (2000) 4, pp. 115-134
Persistent link: https://www.econbiz.de/10001559224
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Les risques des produits garantis
Laurent, Jean-Paul - In: Revue d'économie financière : revue trimestrielle de … (1993), pp. 11-42
Persistent link: https://www.econbiz.de/10001146020
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Hedging CDO tranches in a Markovian environment
Cousin, Areski; Jeanblanc, Monique; Laurent, Jean-Paul - In: Paris Princeton lectures on mathematical finance 4 (2010), pp. 1-61
Persistent link: https://www.econbiz.de/10009356720
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An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul; Amzelek, Philippe; Bonnaud, Joe - In: Review of derivatives research 17 (2014) 3, pp. 261-286
Persistent link: https://www.econbiz.de/10011293083