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Bernard Dumas | lit.salon

Author

Bernard Dumas

22 works

1989–2022 across 14 dated works

No biography is available yet.

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Perishable investment and hysteresis in capital formation1989
How long do unilateral target zones last?1991
Currency option pricing in credible target zones1993
Partial- vs. general-equilibrium models of the international capital market1993

Books

15 works

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Economics of Continuous-Time Finance2017
With Elisa Luciano
3 editions
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Financial Securities: Market equilibrium and pricing methods
With Blaise Allaz
Recorded as 1996; date may be inaccurate
2 editions
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Construire des actions collectives: développer les solidarités1997
1 edition
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Biocontrol of Plant Disease: Recent Advances and Prospects in Plant Protection2022
With Claire Prigent-Combaret
4 editions
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How long do unilateral target zones last?1991
3 editions
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What can rational investors do about excessive volatility and sentiment fluctuations?2005
2 editions
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Implied volatility functions: empirical tests1996
2 editions
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility2007
2 editions
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Global diversification, growth and welfare with imperfectly integrated markets for goods1999
2 editions
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Perishable investment and hysteresis in capital formation1989
1 edition
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Currency option pricing in credible target zones1993
1 edition
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The World price of foreign exchange risk1993
1 edition
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Realignment risk and currency option pricing in target zones1993
1 edition
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Partial- vs. general-equilibrium models of the international capital market1993
1 edition
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A test of the international CAPM using business cycles indicators as instrumental variables1994
1 edition
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