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Hedging issues for CDOs
Cousin, Areski; Laurent, Jean-Paul - In: The definitive guide to CDOs : market, application, …, (pp. 461-480). 2008
Persistent link: https://www.econbiz.de/10003918855
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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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Mean-variance hedging and numéraire
Gouriéroux, Christian - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
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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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Mean-variance hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1996
Persistent link: https://www.econbiz.de/10000950071
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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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On the risk management of demand deposits : quadratic hedging of interest rate margins
Adam, Alexandre; Cherrat, Hamza; Houkari, Mohamed; … - In: Risk management decisions and value under uncertainty, (pp. 1319-1355). 2022
Persistent link: https://www.econbiz.de/10013342119