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E. Polytechnique

6 papers hereh-index 202.1k citations130 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

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  • astro-ph1
  • cond-mat.dis-nn1
  • cond-mat.stat-mech1
  • cs.DL1
  • math.PR1
  • nucl-ex1

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activity
20012008
most citedPricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures

123 citations · 126 across the 3 of their papers we have counts for

collaborators
Showing 2007Show all

3 papers · 1 filter

astro-ph2007★ 3 cited

A Spectacular VHE Gamma-Ray Outburst from PKS 2155-304 in 2006

W. Benbow, C. Boisson, L. Costamante +10

Since 2002 the VHE (>100 GeV) gamma-ray flux of the high-frequency peaked BL Lac PKS 2155-304 has been monitored with the High Energy Stereoscopic System (HESS). An extreme gamma-r…

math.PR2007★ 123 cited

Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures

Pauline Barrieu, Nicole El Karoui

The question of pricing and hedging a given contingent claim has a unique solution in a complete market framework. When some incompleteness is introduced, the problem becomes howev…

nucl-ex2007

Highlights from the NA60 experiment

A. Ferretti, R. Arnaldi, R. Averbeck +46

The NA60 experiment is a fixed-target experiment at the CERN SPS. It has measured the dimuon yield in Indium--Indium collisions with an In beam of 158 AGeV/c and in p-A collisions…

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