Details
Title
Hugonnier, Julien
Sciper ID
192824
Affiliated labs
SFI-JH
Publications
Asset pricing with arbitrage activity
Capital supply uncertainty, cash holdings, and investment
Endogenous Completeness of Diffusion Driven Equilibrium Markets
Event risk, contingent claims and the temporal resolution of uncertainty
Heterogenous preferences and equilibrium trading volume
On the utility based pricing of contingent claims in incomplete markets
Optimal investment with random endowments in incomplete markets
Rational asset pricing bubbles and portfolio constraints
Risk Premia and Levy Jumps: Theory and Evidence*
The Feynman–Ka`c formula and pricing occupation time derivatives
See complete list of publications (25)
Capital supply uncertainty, cash holdings, and investment
Endogenous Completeness of Diffusion Driven Equilibrium Markets
Event risk, contingent claims and the temporal resolution of uncertainty
Heterogenous preferences and equilibrium trading volume
On the utility based pricing of contingent claims in incomplete markets
Optimal investment with random endowments in incomplete markets
Rational asset pricing bubbles and portfolio constraints
Risk Premia and Levy Jumps: Theory and Evidence*
The Feynman–Ka`c formula and pricing occupation time derivatives
See complete list of publications (25)
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