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On perpetual American strangles
Moraux, Franck - In: The journal of derivatives : the official publication … 16 (2008/09) 4, pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
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Pricing and hedging American and hybrid strangles with finite maturity
Abdou, Souleymane Laminou; Moraux, Franck - In: Journal of banking & finance 62 (2016), pp. 112-125
Persistent link: https://www.econbiz.de/10011634074
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Hedging of options in the presence of jump clustering
Hainaut, Donatien; Moraux, Franck - In: The journal of computational finance 22 (2018) 3, pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
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The mean-variance (in)efficiency of duration-based immunization
François, Pascal; Moraux, Franck - In: International review of finance : the official journal … 24 (2024) 2, pp. 253-290
Persistent link: https://www.econbiz.de/10014575525