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Approximating payoffs and pricing formulas
Darolles, Serge; Laurent, Jean-Paul - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1721-1746
Persistent link: https://www.econbiz.de/10001508770
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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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Approximating payoffs and approximating pricing formulas
Darolles, Serge; Laurent, Jean-Paul - 1997
Persistent link: https://www.econbiz.de/10000980460
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10001355935
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001380392