Pierre-François Koehl

Available identifiers

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

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