Search Results - Oeuvray, Rodrigue

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    Non-fully invested derivative-free bond index replication

    Non-fully invested derivative-free bond index replication by Markov, Iliya, Oeuvray, Rodrigue, Tuchschmid, Nils S.

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  2. 2
    On time scaling of semivariance in a jump-diffusion process

    On time scaling of semivariance in a jump-diffusion process by Rodrigue Oeuvray, Junod, Pascal

    Published in arXiv.org
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