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| 1. | Impact de l'observation partielle sur l'évaluation d'une option en marché incomplet.
(Impact of partial observation on the valuation of an option in incomplete markets.)
Publishing author: BONIER Noé
Co-author(s): KHARROUBI Idris
Master's thesis (2006 - ENSAE, Modélisation Aléatoire PVII, Mathématiques de l'Assurance, des Sciences Economiques et de la Finance - Paris IX-Dauphine) - French
Online since 2006.08.22 at 12:06:21 -
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Abstract (Abstract in English) | Download (.pdf - 1082 KB) - Zip version (940 KB) |
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