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8 documents ordered by : Date Title first author name document type Submit date

A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing Claudio F. N° RR-8292 (2013) [hal-00818487 - version 1]

A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing Claudio F. N° RR-8292 (2013) [hal-00818416 - version 1]

On the Robustness of the Snell envelope Del Moral P., Hu P., Oudjane N., Rémillard B. N° RR-7303 (2010) [inria-00487103 - version 4]

Tree methods Lelong J., Zanette A. Dans Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd. (Ed.) (2010) 7 pages [hal-00776713 - version 1]

Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends Jourdain B., Vellekoop M. (26/11/2009) [hal-00436327 - version 2]

Pricing Parisian options using Laplace transforms Labart C., Lelong J. Bankers Markets & Investors 99 (2009) 24 pages [hal-00776703 - version 1]

Méthodes de réduction de variance originales et de simulation exacte de prix et de grecques en finance Bergaoui A., Deaconu M., Ghazai M. Z., Henrichi I., Herrmann S., Lejay A., Reutenauer V., Talay D., Tanré E., Wang Y. (2009) [hal-00768376 - version 1]

Coupling Index and Stocks Jourdain B., Sbai M. (17/12/2008) [hal-00350652 - version 2]