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⟩ |
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On the Bankruptcy Risk of Insurance CompaniesFinance, 2013, 34 (1), pp.43. ⟨10.3917/fina.341.0043⟩ |
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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⟩ |
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Exchange Options when One Underlying Price Can JumpFinance, 2010, 31 (1), pp.33. ⟨10.3917/fina.311.0033⟩ |
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Calibrage d'options pour trois modèles mixtes diffusions et sautsFinance, 2008, 29 (2), pp.103. ⟨10.3917/fina.292.0103⟩ |
Fair valuation of some equity-linked life insurance contracts under stochastic volatility and jumps30th International French Finance Association conference (AFFI), May 2013, Lyon, France |
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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 |
La finance serait-elle devenue anormale au XXIe siècle ?Recherches et innovations en sciences de gestion, Presses universitaires de Rennes, pp.75-98, 2013 |
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