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Optimal hedging in discrete time
Rmillard, Bruno; Rubenthaler, Sylvain - In: Quantitative finance 13 (2013) 6, pp. 819-825
Persistent link: https://www.econbiz.de/10010134641
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Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1363-1376
Persistent link: https://www.econbiz.de/10007897760
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Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie; Jacquier, Eric; Papageorgiou, Nicolas; … - In: The journal of futures markets 29 (2009) 8, pp. 695-712
Persistent link: https://www.econbiz.de/10008265738
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RESEARCH PAPERS - A simple discretization scheme for nonnegative diffusion processes with applications to option pricing
Labbé, Chantal; Rémillard, Bruno; Renaud, Jean-François - In: The journal of computational finance 15 (2011) 2, pp. 3-37
Persistent link: https://www.econbiz.de/10009816295
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THE VALUE OF LIQUIDITY FROM THE HEDGE FUND PORTFOLIO MANAGER'S PERSPECTIVE
Gagnon, Martin; Laroche, Pierre; Rémillard, Bruno - In: The journal of alternative investments 13 (2011) 4, pp. 30-40
Persistent link: https://www.econbiz.de/10008997360
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Goodness-of-fit tests for copulas: A review and a power study
Genest, Christian; Rémillard, Bruno; Beaudoin, David - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 199-214
Persistent link: https://www.econbiz.de/10008890289
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Goodness-of-fit tests for copulas: A review and a power study
Genest, Christian; Rémillard, Bruno; Beaudoin, David - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 199-213
Persistent link: https://www.econbiz.de/10008237882