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Jean-Paul LAURENT
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 Related authors
 PHAM, Huyën
DAROLLES, Serge
GOURIEROUX, Christian
FERMANIAN, Jean-David
| | Working papers and articles: (7)
 Comparison results for exchangeable credit risk portfolios 
Cousin, Areski & LAURENT, Jean-Paul
(2008)
Spectral risk measures and portfolio selection
Adam, Alexandre & Houkari, Mohamed & LAURENT, Jean-Paul
(2008)
Hedging default risk of CDOs in Markovian contagion models 
Jean-Paul LAURENT
, Areski COUSIN
& Jean-David FERMANIAN
(2007)
A note on the risk management of CDOs
Jean-Paul LAURENT
(2006)
Approximating payoffs and pricing formulas
DAROLLES, Serge
& LAURENT, Jean-Paul
(2000)
Building a Consistent Pricing Model from Observed Option Prices
LAURENT, Jean-Paul
& Dietmar P.J. Leisen (1998)
Mean-variance hedging and numeraire
GOURIEROUX, Christian
& LAURENT, Jean-Paul
& PHAM, Huyën
(1996)
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