The following pages link to Pierre-François Koehl (Q375373):
Displayed 12 items.
- Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
- Optimal design of the guarantee for defined contribution funds (Q953713) (← links)
- Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
- Item:Q375373 (redirect page) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Optimal investment with taxes: An existence result (Q1567186) (← links)
- Compensation for what? An analysis of insurance strategies for repairable assets (Q1611747) (← links)
- Conditional dominance criteria: Definition and application to risk-management (Q1974031) (← links)
- Optimal investment strategies in a CIR framework (Q2725291) (← links)
- Optimal investment with taxes: an optimal control problem with endogeneous delay (Q4254505) (← links)
- Hedging in discrete time under transaction costs and continuous-time limit (Q4261295) (← links)
- On Super-Replication in Discrete Time under Transaction Costs (Q4328512) (← links)