Ctr for Quanti Fin & Invest Strategies

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Research Output 2017 2018

Dysfunctional breathing is more frequent in chronic obstructive pulmonary disease than in asthma and in health

Law, N., Ruane, L. E., Low, K., Hamza, K. & Bardin, P. G. 1 Jan 2018 In : Respiratory Physiology and Neurobiology. 247, p. 20-23 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Quanto Option Pricing with Lévy Models

Fallahgoul, H., Kim, Y. S., Fabozzi, F. J. & Park, J. 28 Mar 2018 (Accepted/In press) In : Computational Economics. p. 1-30 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Hedging of covered options with linear market impact and gamma constraint

Bouchard, B., Loeper, G. G. M. & Zou, Y. 2017 In : SIAM Journal on Control and Optimization. 55, 5, p. 3319-3348 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Press / Media