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Diversity and arbitrage in a regulatory breakup model
Strong, Winslow; Fouque, Jean-Pierre - In: Annals of finance 7 (2011) 3, pp. 349-374
Persistent link: https://www.econbiz.de/10009248122
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Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang; Fouque, Jean-Pierre - 2009
Persistent link: https://www.econbiz.de/10003826937
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Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre; Hu, Ruimeng - In: Applied mathematical finance 25 (2018) 3/4, pp. 361-388
Persistent link: https://www.econbiz.de/10012129167