Éric Briys
Œuvres (8)
Demande d'assurance et microéconomie de l'incertain
Demande d'assurance et microéconomie de l'incertain
1990
Options et contrats à terme
Options et contrats à terme
1990
Optimal hedging under intertemporally dependent preferences
Optimal hedging under intertemporally dependent preferences
1991
The pricing of forward - starting asian options
The pricing of forward - starting asian options
1991
Optimal currency hedge ratios and interest rate risk
Optimal currency hedge ratios and interest rate risk
1992
The pricing of default-free interest rate cap, floor and collar agreements
The pricing of default-free interest rate cap, floor and collar agreements
1992
Wealth safeguarding, insurance and risk aversion
Wealth safeguarding, insurance and risk aversion
1992
Optimal hedging in a futures market with background noise and basis risk
Optimal hedging in a futures market with background noise and basis risk
1994