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Choix de la moins chère à livrer : un raccourci utile
Lacoste, Vincent - In: Finance : revue de l'Association Française de Finance 23 (2002) Numéro hors série, pp. 77-92
Persistent link: https://www.econbiz.de/10001782547
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Wiener chaos : a new approach to option hedging
Lacoste, Vincent - In: Mathematical finance : an international journal of … 6 (1996) 2, pp. 197-213
Persistent link: https://www.econbiz.de/10001201638
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Choix de la moins chère à livrer : un raccourci utile
Lacoste, Vincent - In: Finance : revue de l'Association Française de Finance 23 (2002) Numéro hors série, pp. 77-92
Persistent link: https://www.econbiz.de/10009918870
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Short and long term components of volatility in Hong Kong stock returns
Ané, Thierry - In: Applied financial economics 16 (2006) 6, pp. 439-460
Persistent link: https://www.econbiz.de/10003335010
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Do power GARCH models really improve value-at-risk forecasts?
Ané, Thierry - In: Journal of economics and finance 29 (2005) 3, pp. 337-358
Persistent link: https://www.econbiz.de/10003317023
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Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
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Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry - In: The journal of futures markets 19 (1999) 7, pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
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Multifactor models of the term structure of interest rates
El Karoui, Nicole; Lacoste, Vincent - 1992
Persistent link: https://www.econbiz.de/10000875966
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Optimal portfolio management with American capital guarantee
El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent - In: Journal of economic dynamics & control 29 (2005) 3, pp. 449-468
Persistent link: https://www.econbiz.de/10002611336
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Optimal portfolio management with American capital guarantee
El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent - 2002
Persistent link: https://www.econbiz.de/10001728997