Pierre-François Koehl

Available identifiers

zbMath Open koehl.pierre-francoisMaRDI QIDQ375373

List of research outcomes

Publication	Date of Publication	Type
Pricing of non-redundant derivatives in a complete market	2013-10-30	Paper
Optimal design of the guarantee for defined contribution funds	2008-11-06	Paper
Optimal investment strategies in the presence of a minimum guarantee.	2003-11-16	Paper
Compensation for what? An analysis of insurance strategies for repairable assets	2002-08-28	Paper
Optimal investment strategies in a CIR framework	2002-07-18	Paper
On Super-Replication in Discrete Time under Transaction Costs	2002-04-25	Paper
Optimal investment with taxes: An existence result	2000-11-20	Paper
Hedging in discrete time under transaction costs and continuous-time limit	2000-06-14	Paper
Conditional dominance criteria: Definition and application to risk-management	2000-05-08	Paper
Sublinear price functionals under portfolio constraints	2000-01-01	Paper
Optimal investment with taxes: an optimal control problem with endogeneous delay	1999-10-05	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Pierre-François Koehl