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Jean-Paul Laurent

Jean-Paul Laurent

Université Paris I Panthéon-Sorbonne - Paris / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4662413
Paris 1 Panthéon-Sorbonne University
person_outline Jean-Paul Laurent's MOST POPULAR ARTICLES
1-) Sensitivity Analysis of Values at Risk Journal of Empirical Finance 7 (3-4), 225-245, 2000
2-) Basket default swaps, CDOs and factor copulas Journal of Risk 7 (4), 103-122, 2005
3-) A comparative analysis of CDO pricing models The Journal of Derivatives 16 (4), 9-37, 2009
4-) Mean‐variance hedging and numeraire Mathematical finance 8 (3), 179-200, 1998
5-) Dynamic programming and mean-variance hedging Finance and stochastics 3 (1), 83-110, 1999