Monique Pontier

Institut Mathématiques de Toulouse, Paul Sabatier University

118 Route de Narbonne - Building 1R3

Toulouse Cedex 9, 31062

France

SCHOLARLY PAPERS

3

DOWNLOADS

326

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility

Number of pages: 15 Posted: 24 Apr 2008
Elisa Alos, Jorge A. Leon, Monique Pontier and Josep Vives
University of Pompeu Fabra - Department of Economics, Centro de Investigación y de Estudios Avanzados del IPN (CINVESTAV-IPN), Institut Mathématiques de Toulouse, Paul Sabatier University and University of Barcelona
Downloads 229 (184,427)
Citation 2

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Hull and White formula, Malliavin calculus, Ito's formula for the Skorohod integral, jumpdiffusion stochastic volatility models

2.

Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation

Number of pages: 43 Posted: 07 Feb 2019 Last Revised: 24 May 2021
David B. Colwell, David Feldman, Wei Hu and Monique Pontier
UNSW Australia Business School, School of Banking and Finance, Banking and Finance, UNSW Business School, UNSW Sydney, Department of Finance and Banking, Curtin University and Institut Mathématiques de Toulouse, Paul Sabatier University
Downloads 96 (368,196)
Citation 1

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Executive Stock Options, Insider Information, Constrained Portfolio Optimization, Non-Hedgeable, Non-Transferable, Reload, Enlarged Filtration

3.

The Role of a Firm's Net Cash Payouts in Leland's (1994) Model

Economic Notes, Vol. 41, Issue 3, pp. 115-144, 2012
Number of pages: 30 Posted: 20 Oct 2012
Flavia Barsotti, Maria Elvira Mancino and Monique Pontier
University of Pisa - Faculty of Economics - Department of Statistics and Applied Mathematics, affiliation not provided to SSRN and Institut Mathématiques de Toulouse, Paul Sabatier University
Downloads 1 (874,537)

Abstract:

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