Laurent Gauthier

University of Lorraine - CEREFIGE Research Center

13 rue Michel Ney

Nancy, 54000

France

SCHOLARLY PAPERS

5

DOWNLOADS

1,049

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Noisy Information and Investment Decisions: A Note

Number of pages: 9 Posted: 08 Aug 1998
Laurent Gauthier and Erwan Morellec
University of Lorraine - CEREFIGE Research Center and Ecole Polytechnique Fédérale de Lausanne
Downloads 602 (85,916)

Abstract:

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2.

American Parisian Options

Finance and Stochastics, Forthcoming
Number of pages: 19 Posted: 25 Jul 2006
Marc Chesney and Laurent Gauthier
University of Zurich - Department of Banking and Finance and University of Lorraine - CEREFIGE Research Center
Downloads 280 (206,581)
Citation 1

Abstract:

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Parisian options, American options, excursions

3.

Securitization Structures and Security Design

Number of pages: 39 Posted: 16 Jul 2019 Last Revised: 17 Jul 2021
Laurent Gauthier
University of Lorraine - CEREFIGE Research Center
Downloads 167 (337,230)
Citation 3

Abstract:

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securitization, security design, excess-spread, resecuritization

4.

A Transaction Cost Convergence Result for General Hedging Strategies

Posted: 01 Sep 1998
Laurent Gauthier
University of Lorraine - CEREFIGE Research Center

Abstract:

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5.

Informed Opportunistic Trading and Price Optimal Control

Posted: 27 Aug 1998
Laurent Gauthier
University of Lorraine - CEREFIGE Research Center

Abstract:

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