Publications
Tony Berrada
|
Bounded
Rationality and Asset Pricing with Intermediate Consumption |
Review
of Finance, 2009, vol.13, Nr 4 |
|
Heterogeneous
Preferences and Trading Volume, with J. Hugonnier
and M. Rindisbacher |
Journal
of Financial Economics, 2007, vol. 83, Nr 3 |
|
Credit
Migration and Derivatives Pricing Using Copulas, with D. Dupuis, E. Jacquier, N. Papageorgiou and
B. Remillard |
Journal
of Computational Finance 2006, vol. 10, Nr.1 |
|
Journal of Financial Econometrics 2006, vol. 4, Nr 1. |
|
|
American
Contingent Claims with Stochastic Maturity: Valuation
and Applications |
Numerical
Methods in Finance Ed.
H. Ben Ameur and M. Breton 2005, Springer. |
|
A
Note on the Informational Content of Option Prices |
Finanzmarkt und Portfolio Management
2000, vol. 14, Nr 3. |