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EXPECTED UTILITY MAXIMISATION FOR EXPONENTIAL LEVY MODELS WITH OPTION AND INFORMATION PROCESSES

Lioudmila Vostrikova
2016
Preprints, Working Papers, ... hal-01388047v1
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Utility maximization for Lévy switching models

Lioudmila Vostrikova , Yuchao Dong
2018
Preprints, Working Papers, ... hal-01844635v1
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ON DISTRIBUTIONS OF EXPONENTIAL FUNCTIONALS OF THE PROCESSES WITH INDEPENDENT INCREMENTS

Lioudmila Vostrikova
2020
Preprints, Working Papers, ... hal-01725776v2
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Revisiting integral functionals of geometric Brownian motion

Elena Boguslavskaya , Lioudmila Vostrikova
2020
Preprints, Working Papers, ... hal-02461094v1

Les mécanismes de gouvernance disciplinaires et cognitifs en Equity Crowdfunding : Le cas de la France

Carine Girard , Catherine Deffains-Crapsky
Finance Contrôle Stratégie, 2016, 19 (3), ⟨10.4000/fcs.1829⟩
Journal articles hal-01399044v1