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Stochastic dominance arguments and the bounding of the generalized concave option price
Henin, Claude
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 629-670
Persistent link: https://www.econbiz.de/10001249193
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2
Bounding the generalized convex call price
Henin, Claude
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 239-259
Persistent link: https://www.econbiz.de/10001210193
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3
Réalisation d'une allocation Paréto optimale : le cas de préférences intertemporellement dépendantes
Pistre, Nathalie
- In:
Finance : revue de l'Association Française de Finance
15
(
1994
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10001173370
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4
Risque associé au contrat d'assurance-vie pour la compagnie d'assurance
Berthelot, Christophe
;
Bossy, Mireille
;
Pistre, Nathalie
- In:
Economie & prévision : EP
(
2001
)
3
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001658617
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5
Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille
;
Gibson, Rajna
;
Lhabitant, François-Serge
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10003608131
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