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~subject:"Derivative"
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Derivative
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3
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2
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2
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1
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1
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
Saved in:
2
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980446
Saved in:
3
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
4
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
5
Hedging and vertical integration in electricity markets
Ai͏̈d, René
;
Chemla, Gilles
;
Porchet, Arnaud
;
Touzi, …
-
2011
Persistent link: https://www.econbiz.de/10008990073
Saved in:
6
Hedging and vertical integration in electricity markets
Aïd, René
;
Chemla, Gilles
;
Porchet, Arnaud
;
Touzi, Nizar
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1438-1452
Persistent link: https://www.econbiz.de/10009297008
Saved in:
7
Optimal derivatives design for mean-variance agents under adverse selection
Carlier, Guillaume
;
Ekeland, Ivar
;
Touzi, Nizar
- In:
Mathematics and financial economics
1
(
2007
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10003576940
Saved in:
8
Produits dérivés, contrôle des risques et réglementation
Jouini, Elyès
- In:
Revue d'économie financière : revue trimestrielle de …
(
1996
),
pp. 203-220
Persistent link: https://www.econbiz.de/10001215987
Saved in:
9
Arbitrage pricing of derivatives with bounds on the underlying securities
Jouini, Elyès
;
Kallal, Hédi D.
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993505
Saved in:
10
Continuous time equilibrium pricing of nonredundant assets
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993546
Saved in:
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