Université de Genève

Variance optimal cap pricing models

Sensitivity analysis of values at risk

Time-varying risk premium in large cross-sectional equity datasets

A primer on weather derivatives

Bartlett identities tests

Convergence of discrete time option pricing models under stochastic interest rates

Estimation de modèles de la structure par terme des taux d'intérêt

Forecast intervals in ARCH exponential smoothing

Instrumental models and indirect encompassing

Nonparametric estimation and sensitivity analysis of expected shortfall

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