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subject:"Stochastic process"
subject:"Time series analysis"
~person:"Bouchard, Bruno"
~type_genre:"Amtsdruckschrift"
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Stochastic process
Time series analysis
Hedging
3
Stochastischer Prozess
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Theorie
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Theory
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Eigeninteresse
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Option pricing theory
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Optionspreistheorie
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Self-interest
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Transaktionskosten
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Bouchard, Bruno
Gouriéroux, Christian
9
Guégan, Dominique
9
Comte, Fabienne
6
Renault, Eric
6
Jasiak, Joann
5
Francq, Christian
4
Guerre, Emmanuel
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Pommeret, Denys
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Touzi, Nizar
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Zakoïan, Jean-Michel
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Florens, Jean-Pierre
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Hecq, Alain W. J.
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Beine, Michel
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Broze, Laurence
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Carassus, Laurence
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Darolles, Serge
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Entorf, Horst
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Ghysels, Eric
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Hardouin, C.
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Lisi, Francesco
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Scaillet, Olivier
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Sekkat, Khalid
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Szafarz, Ariane
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Berg, Elin
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Billio, Monica
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Bisaglia, Luisa
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Candelon, Bertrand
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Carrasco, Marine
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Chen, Xiaohong
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Dauxois, Jean-Yves
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Diaye, Marc-Arthur
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Dupuis, Jérôme A.
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Fagart, Marie-Cécile
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Fermanian, Jean-David
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Ferrara, Laurent
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Ferrara, Luigi
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Flôres Jr., Renato G.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
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2
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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3
Stochastic targets with mixed diffusion processes and viscosity solutions
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548992
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