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Simplified hedge for path-depe...
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Theorie
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40
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3
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Bernard, Carole
171
Vanduffel, Steven
59
Le Courtois, Olivier
21
Cui, Zhenyu
20
Quittard-Pinon, François
15
Boyle, Phelim P.
13
Tian, Weidong
9
Ghossoub, Mario
7
MacKay, Anne
7
Rüschendorf, Ludger
7
Bondarenko, Oleg
6
Chen, Jit Seng
6
De Gennaro Aquino, Luca
6
Kazzi, Rodrigue
6
McLeish, Don
6
Ye, Jiang
5
De Vecchi, Corrado
4
Hardy, Mary Rosalyn
4
McLeish, Don L.
4
Quittard-Pinon, Francois
4
Boyle, Phelim
3
Courtois, Olivier Le
3
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3
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3
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Rheinberger, Christoph M.
3
Tang, Junsen
3
Treich, Nicolas
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Wang, Ruodu
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Abou Daya, Mohamad Hassan
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Augustyniak, Maciej
2
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7
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Annals of operations research ; volume 261, numbers 1/2 (February 2018)
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ECONIS (ZBW)
131
RePEc
22
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14
BASE
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EconStor
1
Other ZBW resources
1
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71
Static portfolio choice under Cumulative Prospect Theory
Bernard, Carole
;
Ghossoub, Mario
- In:
Mathematics and financial economics
2
(
2010
)
4
,
pp. 277-306
Persistent link: https://www.econbiz.de/10003949938
Saved in:
72
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
73
Pricing timer options
Bernard, Carole
;
Cui, Zhenyu
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 69-104
Persistent link: https://www.econbiz.de/10009382523
Saved in:
74
An optimal insurance design problem under Knightian uncertainty
Bernard, Carole
;
Ji, Shaolin
;
Tian, Weidong
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
2
,
pp. 99-124
Persistent link: https://www.econbiz.de/10010195629
Saved in:
75
Performance regularity : a new class of executive compensation packages
Bernard, Carole
;
Le Courtois, Olivier
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 353-370
Persistent link: https://www.econbiz.de/10009705359
Saved in:
76
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
77
Prices and asymptotics for discrete variance swaps
Bernard, Carole
;
Cui, Zhenyu
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 140-173
Persistent link: https://www.econbiz.de/10010352006
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78
Explicit representation of cost-efficient strategies
Bernard, Carole
;
Boyle, Phelim P.
;
Vanduffel, Steven
- In:
Finance : revue de l'Association Française de Finance
35
(
2014
)
2
,
pp. 5-55
Persistent link: https://www.econbiz.de/10010421553
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79
Optimal surrender policy for variable annuity guarantees
Bernard, Carole
;
MacKay, Anne
;
Muehlbeyer, Max
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 116-128
Persistent link: https://www.econbiz.de/10010366198
Saved in:
80
State-dependent fees for variable annuity guarantees
Bernard, Carole
;
Hardy, Mary Rosalyn
;
MacKay, Anne
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 559-585
Persistent link: https://www.econbiz.de/10010407950
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