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Risk : managing risk in the world's financial markets
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Estimation of a linear Gaussian model
Danesi, Vladimir
;
Genon-Catalot, Valentine
;
Laurent, …
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 41-69
Persistent link: https://www.econbiz.de/10009918832
Saved in:
2
Nonparametric estimation for a stochastic volatility model
Comte, F.
;
Genon-Catalot, V.
;
Rozenholc, Y.
- In:
Finance and stochastics
14
(
2009
)
1
,
pp. 49-81
Persistent link: https://www.econbiz.de/10008445240
Saved in:
3
Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes
Comte, Fabienne
;
Genon-Catalot, Valentine
- In:
Statistica Neerlandica : journal of the Netherlands …
64
(
2010
)
3
,
pp. 290-314
Persistent link: https://www.econbiz.de/10008436731
Saved in:
4
Les risques des produits garantis
Laurent, Jean-Paul
- In:
Revue d'économie financière : revue trimestrielle de …
(
1993
),
pp. 11-42
Persistent link: https://www.econbiz.de/10010080624
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5
Les dérivés de crédit
Laurent, Jean-Paul
- In:
Revue d'économie financière : revue trimestrielle de …
(
2000
)
4
,
pp. 115-134
Persistent link: https://www.econbiz.de/10010080868
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6
A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
Burtschell, X.
;
Gregory, J.
;
Laurent, J.-P.
- In:
The journal of derivatives : the official publication …
16
(
2009
)
4
,
pp. 9-37
Persistent link: https://www.econbiz.de/10008311632
Saved in:
7
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10008218081
Saved in:
8
Mean-Variance Hedging and Numéraire
Gourieroux, Christian
;
Laurent, Jean Paul
;
Pham, Huyén
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10008219163
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9
Comparison results for exchangeable credit risk portfolios
Cousin, Areski
;
Laurent, Jean-Paul
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1118-1127
Persistent link: https://www.econbiz.de/10008057640
Saved in:
10
Spectral risk measures and portfolio selection
Adam, Alexandre
;
Houkari, Mohamed
;
Laurent, Jean-Paul
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1870-1882
Persistent link: https://www.econbiz.de/10008087842
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