Notice détaillée
Titre
SFI-JH
Formal Name (French)
Unité d'évaluation d'actifs financiers
Formal Name (English)
Group in asset pricing
Group ID
U12108
Auteurs affilié
Dupart, Lorraine
Hugonnier, Julien
Kauz-Cadena, Sophie
Hugonnier, Julien
Kauz-Cadena, Sophie
Institut
SFI
Faculté
CDM
Note
Members of SFI-JH et CF-CDM
Lien extérieur
http://cdm.epfl.ch
Publications
Asset pricing with arbitrage activity
Capital supply uncertainty, cash holdings, and investment
Endogenous Completeness of Diffusion Driven Equilibrium Markets
Essays in Equilibrium Asset Pricing
Essays on Equilibrium Asset Pricing
Event risk, contingent claims and the temporal resolution of uncertainty
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
The Feynman–Ka`c formula and pricing occupation time derivatives
Voir toutes les publications (33)
Capital supply uncertainty, cash holdings, and investment
Endogenous Completeness of Diffusion Driven Equilibrium Markets
Essays in Equilibrium Asset Pricing
Essays on Equilibrium Asset Pricing
Event risk, contingent claims and the temporal resolution of uncertainty
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
The Feynman–Ka`c formula and pricing occupation time derivatives
Voir toutes les publications (33)
Le document apparaît dans
Authorities > Lab