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21
A dynamic model of the liquidity premium
Koehl, Pierre-François
-
1995
Persistent link: https://www.econbiz.de/10000927787
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22
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
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23
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
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24
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980446
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25
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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26
Risk-taking behavior with limited liability and risk aversion
Gollier, Christian
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001227987
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27
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
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28
Complementarity and substituability in multiple-risk insurance markets
Koehl, Pierre-François
;
Villeneuve, Bertrand
- In:
International economic review
42
(
2001
)
1
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001562221
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29
Sublinear price functionals under portfolio constraints
Koehl, Pierre-F.
;
Pham, Huyen
- In:
Journal of Mathematical Economics
33
(
2000
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10005388255
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30
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
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