| Path dependent options: The case of lookback options A Conze, Viswanathan The Journal of Finance 46 (5), 1893-1907, 1991 | 403 | 1991 |
| Borrowing constraints and international comovements A Conze, JM Lasry, J Scheinkman General Equilibrium, Growth, and Trade, 460-489, 1993 | 27 | 1993 |
| Visvanathan.(1991).“ A Conze European path dependent options: the case of geometric averages. Finance 12 …, 0 | 24 | |
| European path dependent options: the case of geometric averages A Conze, R Viswanathan Finance 12 (1), 7-22, 1991 | 22 | 1991 |
| Probabilities of Default for Impairment Under IFRS 9 A Conze http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2685099, 2015 | 14 | 2015 |
| Probability measures and numeraires A Conze, R Viswanathan Unpublished, CEREMADE, Université de Paris, France, 1991 | 11 | 1991 |
| The forward Kolmogorov equation for two dimensional options A Conze, N Lantos, O Pironneau Chinese Annals of Mathematics, 2008 | 9 | 2008 |
| Bass construction with multi-marginals: Lightspeed computation in a new local volatility model A Conze, P Henry-Labordere Available at SSRN 3853085, 2021 | 6 | 2021 |
| A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints A Conze, JM Lasry, JA Scheinkman Annales de l'Institut Henri Poincaré C, analyse non linéaire 8 (5), 523-559, 1991 | 4 | 1991 |
| The term structure of interest rates: the case of imperfect information R Apelfeld, A Conze [1991] Proceedings of the 30th IEEE Conference on Decision and Control, 1305 …, 1991 | 3 | 1991 |
| Vega KT for the Local Volatility Model: an AD approach J Adrien, A Conze, P Henry-Labordere, R Louzir, R Mahi, L Mathieu, ... Available at SSRN 4107770, 2022 | 1 | 2022 |
| Problèmes d'équilibre dynamique sous contraintes d'endettement, problèmes d'évaluation d'actifs contingents A Conze Paris 9, 1990 | 1 | 1990 |
| The Valuation of Fixed Term Securities Lending in a Multi-Curve Framework A Conze https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3348261, 2019 | | 2019 |
| Introduction À L’Évaluation Et Couverture Des Options (An Introduction to Options Valuation and Hedging) A Conze Available at SSRN 3090861, 2017 | | 2017 |
| From Utility Indifference Pricing to Risk Premium Pricing for a Contingent Claim on a Non-Tradable Asset A Conze Available at SSRN 2875308, 2016 | | 2016 |
| Prise en compte de l’effet de dilution des BSA A Conze, H Finance | | 2015 |
