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European path dependent options : the case of geometric averages
Conze, Antoine; Viswanathan, M. - In: Finance : revue de l'Association Française de Finance 12 (1991) 1, pp. 7-22
Persistent link: https://www.econbiz.de/10009918759
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Applications of Malliavin calculus to Monte-Carlo methods in finance. II
Fournié, Eric; Lasry, Jean-Michel; Lebuchoux, Jérôme; … - In: Finance and stochastics 5 (2001) 2, pp. 201-236
Persistent link: https://www.econbiz.de/10008217149
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Applications of Malliavin calculus to Monte Carlo methods in finance
Fournié, Eric; Lasry, Jean-Michel; Lebuchoux, Jérôme; … - In: Finance and stochastics 3 (1999) 4, pp. 391-412
Persistent link: https://www.econbiz.de/10008218048
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THE CONTRIBUTION OF MANAGEMENT TO MATHEMATICS
Lasry, Jean-Michel - In: Revue française de gestion : hommes et techniques (1993) 96, pp. 40-43
Persistent link: https://www.econbiz.de/10007977645
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Nouvelles techniques financières et risque : le cas de la titrisation
Lavit D'Hautefort, Charlotte; Lasry, Jean-Michel - In: Revue d'économie financière : revue trimestrielle de … (1991), pp. 69-75
Persistent link: https://www.econbiz.de/10010080524
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INSURANCE DERIVATIVES: HEDGING UNDER ASYMMETRY - Mutually beneficial transfer of partially hedgeable risk is hindered by asymmetric information. The authors propose a conditional fee structure that immunises the hedge provider.
Arvanitis, Angelo; Lasry, Jean-Michel - In: Risk : managing risk in the world's financial markets 12 (1999) 6, pp. 62-67
Persistent link: https://www.econbiz.de/10007056824
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NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS
Panagiotidis, Theodore; Pelloni, Gianluigi; … - In: Macroeconomic dynamics 11 (2007) 5, pp. 613-637
Persistent link: https://www.econbiz.de/10007866069
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Spectral methods for identifying scalar diffusions
Hansen, Lars Peter; Scheinkman, José Alexandre; Touzi, … - In: Journal of econometrics 86 (1998) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10006788949
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Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
Hansen, Lars Peter; Scheinkman, José Alexandre - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 6, pp. 767
Persistent link: https://www.econbiz.de/10006797344
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Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
Hansen, Lars Peter; Scheinkman, José Alexandre - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 4, pp. 767-804
Persistent link: https://www.econbiz.de/10006797965