-
DE L'IMPACT DES NORMES COMPTABLES SUR LE COMPORTEMENT DES MANAGERS : LE CAS D...
International audience -
Hedging of American Options under Transaction Costs
International audience -
A Moments and Strike Matching Binomial Algorithm for Pricing American Put Opt...
This paper is dedicated to a new binomial lattice method (MSM) consistent with the Black-Scholes model in the limit of an infinite step number and such that the Strike... -
Paris-Princeton Lectures on Mathematical Finance
This is the fourth volume of the Paris-Princeton Lectures in Mathematical Finance. The goal of this series is to publish cutting edge research in self contained... -
Recognizing Speculative Language in Research Texts
This thesis studies the use of sequential supervised learning methods on two tasks related to the detection of hedging in scientific articles: those of hedge cue... -
Window double barrier options
International audience
