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Pricing and Hedging of Conting...
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Collin-Dufresne, Pierre
18
Goldstein, Robert S.
10
Hugonnier, Julien
5
Benzoni, Luca
3
Casassus, Jaime
3
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3
Berrada, Tony
2
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2
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The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc
5
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4
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2
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1
Journal of economic theory
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OLC EcoSci
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205
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10
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6
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3
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1
ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10008214496
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2
Heterogeneous preferences and equilibrium trading volume
Berrada, Tony
;
Hugonnier, Julien
;
Rindisbacher, Marcel
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 719-750
Persistent link: https://www.econbiz.de/10007604733
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3
Rational asset pricing bubbles and portfolio constraints
Hugonnier, Julien
- In:
Journal of economic theory
147
(
2012
)
6
,
pp. 2260-2302
Persistent link: https://www.econbiz.de/10010044572
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4
Incomplete information, idiosyncratic volatility and stock returns
Berrada, Tony
;
Hugonnier, Julien
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10010053724
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5
Corporate control and real investment in incomplete markets
Hugonnier, Julien
;
Morellec, Erwan
- In:
Journal of economic dynamics & control
31
(
2007
)
5
,
pp. 1781
Persistent link: https://www.econbiz.de/10007611566
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6
Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10006545774
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7
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10006559136
Saved in:
8
ARTICLES - The Determinants of Credit Spread Changes
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Martin, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2177-2208
Persistent link: https://www.econbiz.de/10006562081
Saved in:
9
SHORTER PAPERS - Do Credit Spreads Reflect Stationary Leverage Ratios?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1929-1958
Persistent link: https://www.econbiz.de/10006562882
Saved in:
10
SHORTER PAPERS - On the Term Structure of Default Premia in the Swap and LIBOR Markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1116
Persistent link: https://www.econbiz.de/10006564135
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