Rivo Randrianarivony
8
Documents
Publications
Publications
Intraday jumps and trading volume: a nonlinear Tobit specificationReview of Quantitative Finance and Accounting, 2016, 47 (4), pp.1167-1186. ⟨10.1007/s11156-015-0534-0⟩
Article dans une revue
hal-02358454
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On the Bankruptcy Risk of Insurance CompaniesFinance, 2013, 34 (1), pp.43. ⟨10.3917/fina.341.0043⟩
Article dans une revue
hal-02358446
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Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit ContractsGeneva Risk and Insurance Review, 2011, 36 (1), pp.51-73. ⟨10.1057/grir.2010.5⟩
Article dans une revue
hal-02358451
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Exchange Options when One Underlying Price Can JumpFinance, 2010, 31 (1), pp.33. ⟨10.3917/fina.311.0033⟩
Article dans une revue
hal-02358444
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Calibrage d'options pour trois modèles mixtes diffusions et sautsFinance, 2008, 29 (2), pp.103. ⟨10.3917/fina.292.0103⟩
Article dans une revue
hal-02358428
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Fair valuation of some equity-linked life insurance contracts under stochastic volatility and jumps30th International French Finance Association conference (AFFI), May 2013, Lyon, France
Communication dans un congrès
halshs-00833155
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Signalling with costly cash : is it an efficient mechanism ?29th spring International conference of the French Finance Association, May 2012, Strasbourg, France
Communication dans un congrès
halshs-00711643
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La finance serait-elle devenue anormale au XXIe siècle ?Recherches et innovations en sciences de gestion, Presses universitaires de Rennes, pp.75-98, 2013
Chapitre d'ouvrage
halshs-00924308
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