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Author ID: pafumi.gerard Recent zbMATH articles by "Pafumi, Gérard"
Published as: Pafumi, Gérard
Documents Indexed: 4 Publications since 1997
Co-Authors: 1 Co-Author with 2 Joint Publications
29 Co-Co-Authors

Co-Authors

2 single-authored
2 Gerber, Hans U.

Publications by Year

Citations contained in zbMATH Open

4 Publications have been cited 65 times in 65 Documents Cited by Year
Utility functions: from risk theory to finance. With discussion and a reply by the authors. Zbl 1081.91511
Gerber, Hans U.; Pafumi, Gérard
35
1998
Pricing dynamic investment fund protection (With discussion by Terence Chan, François-Serge Lhabitant and Svein-Arne Persson and a reply by the authors). Zbl 1083.91516
Gerber, Hans U.; Pafumi, Gérard
21
2000
“Skewness and stock option prices” by Hans U. Gerber and Bruno Landry, July 1997 (Discussion). Zbl 1081.91537
Pafumi, Gérard
6
1998
A study of a family of equivalent martingale measures to price an option with an application to the Swiss market. Zbl 0920.62133
Pafumi, Gérard
3
1997
Pricing dynamic investment fund protection (With discussion by Terence Chan, François-Serge Lhabitant and Svein-Arne Persson and a reply by the authors). Zbl 1083.91516
Gerber, Hans U.; Pafumi, Gérard
21
2000
Utility functions: from risk theory to finance. With discussion and a reply by the authors. Zbl 1081.91511
Gerber, Hans U.; Pafumi, Gérard
35
1998
“Skewness and stock option prices” by Hans U. Gerber and Bruno Landry, July 1997 (Discussion). Zbl 1081.91537
Pafumi, Gérard
6
1998
A study of a family of equivalent martingale measures to price an option with an application to the Swiss market. Zbl 0920.62133
Pafumi, Gérard
3
1997
all top 5

Cited by 111 Authors

8 Shiu, Elias S. W.
7 Gerber, Hans U.
4 Boonen, Tim J.
4 Yang, Hailiang
3 Siu, Tak Kuen
3 Tan, Ken Seng
3 Young, Virginia R.
2 Chan, Leunglung
2 Cheung, Eric C. K.
2 Cox, Samuel H. jun.
2 Dong, Yinghui
2 Elliott, Robert James
2 Emms, Paul
2 Hong, Hanping
2 Jiang, Wenjun
2 Jin, Zhuo
2 Kałuszka, Marek
2 Laeven, Roger J. A.
2 Lau, John Wei
2 Moore, Kristen S.
2 Qian, Linyi
2 Ren, Jiandong
2 Schumacher, Johannes M.
2 Sherris, Michael
2 Valdez, Emiliano A.
2 Wang, Wei
2 Xu, Chao
1 Arcila, Luis David
1 Barnett, Christopher
1 Bernard, Carole L.
1 Biffi, Paola
1 Boyle, Phelim P.
1 Brockett, Patrick L.
1 Cai, Jun
1 Chen, Fen-Ying
1 Chen, Hua
1 Chen, Lyu
1 Chernih, Andrew
1 Cheung, Ka Chun
1 Chu, Chi Chiu
1 Clemente, Gian Paolo
1 Cont, Rama
1 De Waegenaere, Anja
1 Dibu, A. S.
1 Dickson, David C. M.
1 El Karoui, Nicole
1 Fang, Shu-Cherng
1 Feng, Runhuan
1 Fung, Hon-Kwok
1 Goldens, Linda L.
1 Goovaerts, Marc J.
1 Haberman, Steven
1 Imai, Junichi
1 Jacob, M. J.
1 Jeanblanc, Monique
1 Jeon, Junkee
1 Kaas, Rob
1 Knispel, Thomas
1 Ko, Bangwon
1 Kwok, Yue-Kuen
1 Lacoste, Vincent
1 Lam, Ka Wai
1 Landsman, Zinoviy M.
1 le Courtois, Olivier
1 Li, Leong Kwan
1 Li, Zhongfei
1 Lim, Andrew E. B.
1 Lin, Yijia
1 Liu, Shaoyue
1 Norde, Henk
1 Papaioannou, Apostolos D.
1 Park, Chang-Rae
1 Pazdera, Jaroslav
1 Pedersen, Hal W.
1 Piggott, John
1 Porth, Lysa
1 Quittard-Pinon, François M.
1 Ramsay, Colin M.
1 Ramsden, Lewis
1 Rong, Yian
1 Sekine, Jun
1 Svindland, Gregor
1 Tan, Jiyang
1 Tankov, Peter
1 Tian, Zhaolu
1 Tsanakas, Andreas
1 van der Hoek, John
1 Wang, Guojing
1 Wang, Liang
1 Wang, Rongming
1 Wang, Shaun S.
1 Waters, Howard R.
1 Wei, Li
1 Wen, Min-Ming
1 Werker, Bas J. M.
1 Willmot, Gordon E.
1 Wong, Bernard
1 Wong, Hoi Ying
1 Wu, Sang
1 Xiao, Lin
...and 11 more Authors

Citations by Year