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Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - 1997
Persistent link: https://www.econbiz.de/10000980276
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Risk sharing and portfolio allocation in EMU
Demyanyk, Yuliya - 2008
Persistent link: https://www.econbiz.de/10013445868
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Aggregation of heterogeneous beliefs, assets pricing and risk sharing in complete financial markets
Calvet, Laurent E.; Grandmont, Jean-Michel; Lemaire, … - 2004
Persistent link: https://www.econbiz.de/10002170649
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Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - 1997
Persistent link: https://www.econbiz.de/10000980452
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Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian; Jouneau, Frédéric - 1993
Persistent link: https://www.econbiz.de/10000856022
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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10009758936
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An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10009758937
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Orthogonality of the Sheffer polynomials associated to a Lévy process
Pommeret, Denys - 1999
Persistent link: https://www.econbiz.de/10001426904
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A characterization of functions by their first moments in natural exponential families
Pommeret, Denys - 1999
Persistent link: https://www.econbiz.de/10001426911
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Mixed Laguerre-Hermite and mixed Charlier-Laguerre polynomials
Pommeret, Denys - 1999
Persistent link: https://www.econbiz.de/10001426925