Author: "Warin, Xavier" / Journal: finance and stochastics - Searchworks@Jio Institute Digital Library Search Results

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Your search keyword '"Warin, Xavier"' showing total 2 results

Start Over Author "Warin, Xavier" Journal finance and stochastics

2 results on '"Warin, Xavier"'

1. Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations

Author: Gobet, Emmanuel, Pimentel, Isaque, and Warin, Xavier
Published: 2020
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2. Liquidity management with decreasing returns to scale and secured credit line

Author: Pierre, Erwan, Villeneuve, Stéphane, and Warin, Xavier
Published: 2016
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