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Hillairet, Caroline
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Barrieu, Pauline
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Bensusan, Harry
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De Marco, Stefano
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Risk : managing risk in the world's financial markets
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Derivatives pricing - Rational shapes of local volatility
De Marco, Stefano
;
Friz, Peter
;
Gerhold, Stefan
- In:
Risk : managing risk in the world's financial markets
26
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2013
)
2
,
pp. 74-79
Persistent link: https://www.econbiz.de/10010084689
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EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL s-FIELDS
Hillairet, Caroline
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 99-118
Persistent link: https://www.econbiz.de/10008222948
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Understanding, modelling and managing longevity risk: key issues and main challenges
Barrieu, Pauline
;
Bensusan, Harry
;
El Karoui, Nicole
; …
- In:
Scandinavian actuarial journal : Actuarial Society of …
2012
(
2012
)
3
,
pp. 203-232
Persistent link: https://www.econbiz.de/10010020971
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