| About the pricing equations in finance
|
2011 |
Crépey, Stéphane |
| Mean field games and applications
|
2011 |
Guéant, Olivier |
| Hedging CDO tranches in a Markovian environment
|
2011 |
Cousin, Areski |
| Pricing and hedging in exponential Lévy models : review of recent results
|
2011 |
Tankov, Peter |
| The Skorokhod embedding problem and model-independent bounds for option prices
|
2011 |
Hobson, David G. |
| Optimal bond portfolios
|
2007 |
Ekeland, Ivar |
| HJM: a unified approach to dynamic models for fixed income, credit and equity markets
|
2007 |
Carmona, René |
| Models for insider trading with finite utility
|
2007 |
Kohatsu-Higa, Arturo |
| Some applications and methods of large deviations in finance and insurance
|
2007 |
Pham, Huyên |
| Large investor trading impacts on volatility
|
2007 |
Lions, Pierre-Louis |
| On the geometry of interest rate models
|
2004 |
Björk, Tomas |
| Hedging of defaultable claims
|
2004 |
Bielecki, Tomasz R. |
| Heterogeneous beliefs, speculation and trading in financial markets
|
2004 |
Scheinkman, José Alexandre |
| Modeling anticipations on financial markets
|
2003 |
Baudoin, Fabrice |
| Duality in constrained optimal investment and consumption problems : a synthesis
|
2003 |
Rogers, Leonard C. G. |
| The problem of super-replication under constraints
|
2003 |
Soner, Halil Mete |
| American options, multi-armed bandits, and optimal consumption plans : a unifying view
|
2003 |
Bank, Peter |
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