33 results on '"Saint-Pierre, Patrick"'
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2. Continuous-Time Limits
3. Computational Methods Based on the Guaranteed Capture Basin Algorithm
4. Credit Derivatives
5. Asset and Liability Insurance Management (ALIM) for Risk Eradication
6. Emergence of Risk-Neutral Probabilities from a Game-Theoretic Origin
7. Digital Options
8. Vanilla Options
9. Continuous and Discrete-Time Option Pricing and Interval Market Model
10. Validation
11. Appendix: Proofs
12. Introduction
13. Optimal Hedging Under Robust-Cost Constraints
14. Fair Price Intervals
15. Merton’s Optimal Dynamic Portfolio Revisited
16. Option Pricing: Classic Results
17. The Interval Market Model in Mathematical Finance
18. Optimal Hedging Under Robust-Cost Constraints
19. Validation
20. Appendix: Proofs
21. Merton’s Optimal Dynamic Portfolio Revisited
22. Asset and Liability Insurance Management (ALIM) for Risk Eradication
23. Computational Methods Based on the Guaranteed Capture Basin Algorithm
24. Introduction
25. Rainbow Options in Discrete Time, II
26. Digital Options
27. Vanilla Options
28. Continuous-Time Limits
29. Emergence of Risk-Neutral Probabilities from a Game-Theoretic Origin
30. Credit Derivatives
31. Continuous and Discrete-Time Option Pricing and Interval Market Model
32. Fair Price Intervals
33. Option Pricing: Classic Results
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