Vincent Lacoste
From MaRDI portal
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
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