output
20052026
most citedOperational Research: Methods and Applications

120 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2005 · math.PRShow all

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math.PR2005★ 4 cited

Options on Hedge Funds under the High Water Mark Rule

Marc Atlan, Hélyette Geman, Marc Yor

The rapidly growing hedge fund industry has provided individual and institutional investors with new investment vehicles and styles of management. It has also brought forward a new…