The following pages link to Caroline Hillairet (Q486929):
Displayed 29 items.
- Item:Q486929 (redirect page) (← links)
- Reducing the debt: is it optimal to outsource an investment? (Q317548) (← links)
- Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Comparison of insiders' optimal strategies depending on the type of side-information (Q2568298) (← links)
- Cyber-contagion model with network structure applied to insurance (Q2682978) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- (Q2978935) (← links)
- INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES (Q3094325) (← links)
- A Portfolio Optimization Problem with Two Prices Generated by Two Information Flows (Q3195069) (← links)
- (Q3457647) (← links)
- Optimal contract with moral hazard for Public Private Partnerships (Q4584683) (← links)
- Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384) (← links)
- Shapes of Implied Volatility with Positive Mass at Zero (Q4607048) (← links)
- Credit risk with asymmetric information on the default threshold (Q4648582) (← links)
- Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models (Q5014492) (← links)
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- Consistent utility of investment and consumption: a forward/backward SPDE viewpoint (Q5086452) (← links)
- Successive enlargement of filtrations and application to insider information (Q5233185) (← links)
- A Modelization of Public–Private Partnerships with Failure Time (Q5261209) (← links)
- EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (Q5464337) (← links)
- The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Optimal stopping contract for public private partnerships under moral hazard (Q6105371) (← links)
- On the chaotic expansion for counting processes (Q6409764) (← links)
- Explicit correlations for the Hawkes processes (Q6432171) (← links)
- The value of the information in the Moral Hazard setting (Q6432368) (← links)
- Cyber risk modeling using a two-phase Hawkes process with external excitation (Q6460905) (← links)