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Pricing and hedging options in incomplete markets : idiosyncratic risk, systematic risk and stochastic volatility
Chauveau, Thierry; Gatfaoui, Hayette - 2004
Persistent link: https://www.econbiz.de/10002253934
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Systematic risk and idiosyncratic risk : a useful distinction for valuing European options
Chauveau, Thierry; Gatfaoui, Hayette - In: Journal of multinational financial management 12 (2002) 4/5, pp. 305-321
Persistent link: https://www.econbiz.de/10001708135
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Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
Chauveau, Thierry; Subbotin, Alexander - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1040-1065
Persistent link: https://www.econbiz.de/10009738270