CREST Working Papers Series No. 2017-81
by Marco Cuturi and Mathieu Blondel
Nation-Building, Nationalism, and Wars
CREST Working Papers Series No. 2017-80
by Alberto Alesina, Bryony Reich and Alessandro Riboni
Measuring individual risk-attitudes: an experimental comparison between Holt & Laury measure and an insurance-choices-based procedure
CREST Working Papers Series No. 2017-79
by Anne Corcos, François Pannequin and Claude Montmarquette
Compulsory insurance and voluntary self-insurance: substitutes or complements? A matter of risk attitudes
CREST Working Papers Series No. 2017-78
by François Pannequin and Anne Corcos
Shapes of implied volatility with positive mass at zero
CREST Working Papers Series No. 2017-77
by Stefano De Marco, Caroline Hillairet and Antoine Jacquier
Trading against disorderly liquidation of a large position under asymmetric information and market impact
CREST Working Papers Series No. 2017-76
by Caroline Hillairet, Cody Hyndman, Ying Jiao and Renjie Wang
Pricing formulae for derivatives in insurance using the Malliavin calculus
CREST Working Papers Series No. 2017-75
by Caroline Hillairet and Ying Jiao
Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint
CREST Working Papers Series No. 2017-74
by Nicole El Karoui, Caroline Hillairet and Mohamed Mrad