Browsing CEREMADE : Publications by Author "Zhao, Jun"

Now showing items 1-4 of 4

A complement to the Grigoriev theorem for the Kabanov model

Lépinette, Emmanuel; Zhao, Jun (2020) Article accepté pour publication ou publié
A new approach of coherent risk-measure pricing

Zhao, Jun; Lépinette, Emmanuel; Zhao, Peibiao (2019-05) Document de travail / Working paper
Pricing under dynamic risk measures

Zhao, Jun; Lépinette, Emmanuel; Zhao, Peibiao (2019) Article accepté pour publication ou publié
Super-hedging a European option with a coherent risk-measure and without no-arbitrage condition

Lépinette, Emmanuel; Zhao, Jun (2019) Document de travail / Working paper