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Hedgefonds
Option pricing theory
7
Optionspreistheorie
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Multivariate Verteilung
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Multivariate distribution
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Derivat
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Derivative
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Hedging
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Dynamic programming
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copulas
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empirical process
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goodness-of-fit
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pseudo-observations
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time series
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60F05 secondary
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62E20 Copula Cramer-von Mises statistic Empirical process Pseudo-observations Multiplier central limit theorem p-value
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Rémillard, Bruno
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Gagnon, Martin
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Hocquard, Alexandre
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Laroche, Pierre
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Papageorgiou, Nicolas
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The journal of alternative investments
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ECONIS (ZBW)
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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
(
2010/11
)
4
,
pp. 30-39
Persistent link: https://www.econbiz.de/10009008647
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2
Replicating the properties of hedge fund returns
Papageorgiou, Nicolas
;
Rémillard, Bruno
;
Hocquard, …
- In:
The journal of alternative investments
11
(
2008/09
)
2
,
pp. 8-38
Persistent link: https://www.econbiz.de/10003778584
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