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Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, Monique
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
Saved in:
2
Reinsuring climatic risk using optimally designed weather bonds
Barrieu, Pauline
;
El Karoui, Nicole
- In:
The Geneva papers on risk and insurance theory
27
(
2002
)
2
,
pp. 87-113
Persistent link: https://www.econbiz.de/10001742292
Saved in:
3
Optimal timing to adopt an environmental policy in a strategic framework
Barrieu, Pauline
;
Chesney, Marc
- In:
Environmental modeling & assessment
8
(
2003
)
3
,
pp. 149-163
Persistent link: https://www.econbiz.de/10001962119
Saved in:
4
Inf-convolution of risk measures and optimal risk transfer
Barrieu, Pauline
;
El Karoui, Nicole
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10002747208
Saved in:
5
Optimal risk transfer
Barrieu, Pauline
;
El Karoui, Nicole
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 31-47
Persistent link: https://www.econbiz.de/10002877322
Saved in:
6
A semiparametric model for the systematic factors of portfolio credit risk premia
Giammarino, Flavia
;
Barrieu, Pauline
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 655-670
Persistent link: https://www.econbiz.de/10003900342
Saved in:
7
Robust asset allocation under model risk
Barrieu, Pauline
;
Tobelem, Sandrine
- In:
Alternative investments and strategies : credit, …
,
(pp. 327-344)
.
2010
Persistent link: https://www.econbiz.de/10008655198
Saved in:
8
Indifference pricing with uncertainty averse preferences
Giammarino, Flavia
;
Barrieu, Pauline
- In:
Journal of mathematical economics
49
(
2013
)
1
,
pp. 22-27
Persistent link: https://www.econbiz.de/10009707600
Saved in:
9
Assessing the costs of protection in a context of switching stochastic regimes
Barrieu, Pauline
;
Bellamy, Nadine
;
Sahut, Jean-Michel
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 495-511
Persistent link: https://www.econbiz.de/10009710932
Saved in:
10
Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline
;
Fehr, Max
- In:
Operations research
62
(
2014
)
2
,
pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
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