Option pricing and hedging with minimum expected shortfall
Year of publication: |
2003-08
|
---|---|
Authors: | Pochard, Benoit ; Bouchaud, Jean-Philippe |
Institutions: | Science & Finance |
-
Structural Constant Conditional Correlation
Weber, Enzo, (2008)
-
Correlation vs. Causality in Stock Market Comovement
Weber, Enzo, (2007)
-
Krätschmer, Volker, (2007)
- More ...
-
The skewed multifractal random walk with applications to option smiles
Pochard, Benoit, (2002)
-
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets
Wyart, Matthieu, (2006)
-
Noise dressing of financial correlation matrices
Laloux, Laurent, (1998)
- More ...