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Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
- In:
Journal of mathematical economics
33
(
2000
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10001486490
Saved in:
2
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
3
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
4
Optimal hedging in continuous time with futures and forward contracts in a stochastic interest rate environment
Pham, Huyên
-
1993
Persistent link: https://www.econbiz.de/10000878560
Saved in:
5
Optimal stopping, free boundary and American option in a jump diffusion model
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000912011
Saved in:
6
Multiple risks and asymmetric information
Koehl, Pierre-François
;
Villeneuve, Bertrand
-
1996
Persistent link: https://www.econbiz.de/10000952932
Saved in:
7
Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
Saved in:
8
Compensation for what? : An analysis of insurance strategies for repairable assets
Koehl, Pierre-François
;
Villeneuve, Bertrand
- In:
Journal of risk and uncertainty : JRU
25
(
2002
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10001696406
Saved in:
9
Optimal investment with taxes : an existence result
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
- In:
Journal of mathematical economics
33
(
2000
)
4
,
pp. 373-388
Persistent link: https://www.econbiz.de/10001485374
Saved in:
10
Equilibrium in a reinsurance market : introducing taxes
Koehl, Pierre-François
- In:
The Geneva papers on risk and insurance theory
19
(
1995
)
2
,
pp. 101-117
Persistent link: https://www.econbiz.de/10001178142
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