Pierre-Francois Koehl

CREST-ENSAE

15 Boulevard Gabriel Peri

15 Boulevard Gabriel Peri

Malakoff Cedex, 1 92245

France

SCHOLARLY PAPERS

3

DOWNLOADS

37

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

Pricing of Non-Redundant Derivatives in a Complete Market

NYU Working Paper No. FIN-99-009
Number of pages: 34 Posted: 07 Nov 2008
Abdelhamid Bizid, Elyes Jouini and Pierre-Francois Koehl
Université Paris I Panthéon-Sorbonne, Univ. Paris Dauphine - CEREMADE and CREST-ENSAE
Downloads 23 (524,683)

Abstract:

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2.
Downloads 14 (486,177)
Citation 3

Optimal Investment with Taxes: An Existence Result

NYU Working Paper No. S-MF-99-05
Number of pages: 16 Posted: 12 Nov 2008
Elyes Jouini, Pierre-Francois Koehl and Nizar Touzi
Univ. Paris Dauphine - CEREMADE, CREST-ENSAE and Ecole Polytechnique, Paris
Downloads 14 (583,900)

Abstract:

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optimal investment with taxes, weak compactness, Levy convergence

3.

Risk-Taking Behavior with Limited Liability and Risk Aversion

WFIC 96-13
Posted: 26 Apr 1998
Christian Gollier, Pierre-Francois Koehl and Jean-Charles Rochet
University of Toulouse 1 - Industrial Economic Institute (IDEI), CREST-ENSAE and GFRI, University of Geneva

Abstract:

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