papers
Publications (9)
math.PR2015
Reducing the debt : is it optimal to outsource an investment?
Gilles Edouard Espinosa, Caroline Hillairet, Benjamin Jourdain +1
math.OC2017
Optimal Contract with Moral Hazard for Public Private Partnerships
Ishak Hajjej, Caroline Hillairet, Mohamed Mnif +1
q-fin.CP2014
Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling
Nicole El Karoui, Caroline Hillairet, Mohamed Mrad
q-fin.PR2017
Shapes of implied volatility with positive mass at zero
Stefano De Marco, Caroline Hillairet, Antoine Jacquier
q-fin.CP2017
Pricing formulae for derivatives in insurance using the Malliavin calculus
Caroline Hillairet, Ying Jiao, Anthony Réveillac
q-fin.PR2010
Information Asymmetry in Pricing of Credit Derivatives
Caroline Hillairet, Ying Jiao
q-fin.PR2012
Portfolio optimization with insider's initial information and counterparty risk
Caroline Hillairet, Ying Jiao
q-fin.CP2014
Ramsey Rule with Progressive utility and Long Term Affine Yields Curves
Nicole El Karoui, Mohamed Mrad, Caroline Hillairet
q-fin.TR2016
Trading against disorderly liquidation of a large position under asymmetric information and market impact
Caroline Hillairet, Cody Hyndman, Ying Jiao +1