Nombre de documents

9

CV de Anne Eyraud-Loisel


Article dans une revue8 documents

  • Stefan Ankirchner, Christophette Blanchet-Scalliet, Anne Eyraud-Loisel. Optimal liquidation with additional information. Mathematics and Financial Economics, Springer Verlag, 2016, 10 (1). <hal-00735298v3>
  • Anne Eyraud-Loisel. Quadratic hedging in an incomplete market derived by an influent informed investor. Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2013, <10.1080/17442508.2011.652632>. <hal-00450949>
  • Romain Biard, Christophette Blanchet-Scalliet, Anne Eyraud-Loisel, Stéphane Loisel. Impact of Climate Change on HeatWave Risk. Risks, 2013, 1, pp.176-191. <10.3390/risks1030176>. <hal-00937071>
  • Anne Eyraud-Loisel. OPTION HEDGING BY AN INFLUENT INFORMED INVESTOR. Applied Stochastic Models in Business and Industry, Wiley, 2011, <10.1002/asmb.889>. <hal-00450948>
  • Christophette Blanchet-Scalliet, Anne Eyraud-Loisel, Manuela Royer-Carenzi. Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon.. Le bulletin français d'actuariat, 2010, 20 (10), http://www.institutdesactuaires.com/bfa/. <hal-00341431v2>
  • Christophette Blanchet-Scalliet, Anne Eyraud-Loisel, Manuela Royer-Carenzi. Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon. Bulletin Français d'Actuariat, Institut des Actuaires, 2010, 20 (10), http://www.institutdesactuaires.com/bfa/. <hal-01107525>
  • Stefan Ankirchner, Christophette Blanchet-Scalliet, Anne Eyraud-Loisel. CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP. International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2010, 13 (7), pp.1103-1129. <10.1142/10.1142/S0219024910006133>. <hal-00402313v3>
  • Anne Eyraud-Loisel, Manuela Royer-Carenzi. BSDEs with random terminal time under enlarged filtration American-style options hedging by an insider. Random Operators and Stochastic Equations, De Gruyter, 2009, 17, pp.12-30. <hal-01107366>

Thèse1 document

  • Anne Eyraud-Loisel. EDSR et EDSPR avec grossissement de filtration, problèmes d'asymétrie d'information et de couverture sur les marchés financiers. Mathématiques [math]. Université Paul Sabatier - Toulouse III, 2005. Français. <tel-00450944>