List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal portfolio management with American capital guarantee Journal of Economic Dynamics and Control | 2008-11-06 | Paper |
| UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| On the role of state variables in interest rates models Applied Stochastic Models in Business and Industry | 2001-10-09 | Paper |
| WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING Mathematical Finance | 1999-06-15 | Paper |
| scientific article; zbMATH DE number 23071 (Why is no real title available?) | 1992-06-26 | Paper |
Research outcomes over time
This page was built for person: Vincent Lacoste
