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Pricing and hedging basis risk...
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Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
2
Analysis of error with Malliavin calculus : application to hedging
Temam, E.
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 201-214
Persistent link: https://www.econbiz.de/10001765674
Saved in:
3
Investment opportunities, short sales constraints and arbitrage opportunity
Carassus, Laurence
;
Jouini, Elyès
-
1995
Persistent link: https://www.econbiz.de/10000926245
Saved in:
4
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
5
Un modèle discret et stochastique d'investissement avec une application aux coûts de transaction
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980468
Saved in:
6
Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980469
Saved in:
7
Investment and arbitrage opportunities with short sales constraints
Carassus, Laurence
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
Saved in:
8
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
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9
A discrete stochasic model for investment with an application to the transaction costs case
Carassus, Laurence
;
Jouini, Elyès
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001471633
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10
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
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