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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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La contrainte pétrolière est-elle un obstacle à la croissance française?
Caussat, Laurent - In: Economie et statistique 207 (1988), pp. 3-14
Persistent link: https://www.econbiz.de/10001038588
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The reliability of control experiments : comparison of the sources of error
Brillet, Jean-Louis - In: Journal of economic dynamics & control 12 (1988) 1, pp. 173-179
Persistent link: https://www.econbiz.de/10001046027
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Mean-variance hedging and numéraire
Gouriéroux, Christian - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
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Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul; Sestier, Michael; Thomas, Stéphane - In: Journal of banking & finance 73 (2016), pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
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An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul; Amzelek, Philippe; Bonnaud, Joe - In: Review of derivatives research 17 (2014) 3, pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
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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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Estimation of a dynamic hedge
Gouriéroux, Christian; Laurent, Jean-Paul - 1996
Persistent link: https://www.econbiz.de/10000950710
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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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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001456589