Michel Crouhy
Œuvres (6)
Options et contrats à terme
Options et contrats à terme
1990
Changes in the structure and dynamics of european securities markets
Changes in the structure and dynamics of european securities markets
1996
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
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
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