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Signalling with costly cash : is it an efficient mechanism ?
Rivo Randrianarivony
,
Patrick Navatte
,
Jean-Laurent Viviani
29th spring International conference of the French Finance Association, May 2012, Strasbourg, France
Communication dans un congrès
halshs-00711643v1
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On the Bankruptcy Risk of Insurance Companies
Olivier Le Courtois
,
Rivo Randrianarivony
Article dans une revue
hal-02358446v1
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Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts
François Quittard-Pinon
,
Rivo Randrianarivony
Article dans une revue
hal-02358451v1
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Fair valuation of some equity-linked life insurance contracts under stochastic volatility and jumps
Rivo Randrianarivony
,
François Quittard-Pinon
30th International French Finance Association conference (AFFI), May 2013, Lyon, France
Communication dans un congrès
halshs-00833155v1
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Calibrage d'options pour trois modèles mixtes diffusions et sauts
François Quittard-Pinon
,
Rivo Randrianarivony
Article dans une revue
hal-02358428v1
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Intraday jumps and trading volume: a nonlinear Tobit specification
Fredj Jawadi
,
Waël Louhichi
,
Abdoulkarim Idi Cheffou
,
Rivo Randrianarivony
Article dans une revue
hal-02358454v1
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La finance serait-elle devenue anormale au XXIe siècle ?
Franck Moraux
,
Rivo Randrianarivony
Recherches et innovations en sciences de gestion, Presses universitaires de Rennes, pp.75-98, 2013
Chapitre d'ouvrage
halshs-00924308v1
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Exchange Options when One Underlying Price Can Jump
François Quittard-Pinon
,
Rivo Randrianarivony
Article dans une revue
hal-02358444v1
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