A general subordinated stochastic process for the derivatives pricing
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- Hentati-Kaffel, R. & Prigent, J.-L., 2016.
"Optimal positioning in financial derivatives under mixture distributions,"
Elsevier, vol. 52(PA), pages 115-124.
- R. Hentati-Kaffel & J.L. Prigent, 2014. "Optimal Positioning in Financial Derivatives under Mixture Distributions," Working Papers 2014-347, Department of Research, Ipag Business School.
- Rania Hentati & Jean-Luc Prigent, 2016. "Optimal positioning in financial derivatives under mixture distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299840, HAL.
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