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Laurent, Jean-Paul
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3
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Approximating payoffs and pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1721-1746
Persistent link: https://www.econbiz.de/10001508770
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2
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
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3
Building models for credit spreads
Arvanitis, Angelo
;
Gregory, Jonathon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001432491
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4
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
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5
Estimation of a linear Gaussian model
Danesi, Vladimir
;
Genon-Catalot, Valentine
;
Laurent, …
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
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6
Quadratic hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
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7
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
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8
Mean-variance hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950071
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9
Estimation of a dynamic hedge
Gouriéroux, Christian
;
Laurent, Jean-Paul
-
1996
Persistent link: https://www.econbiz.de/10000950710
Saved in:
10
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001355583
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