Curriculum vitae

Kalife Aymeric

Professeur associé
DRM

aymeric.kalifeping@dauphine.pslpong.eu

Dernières publications

Articles

Kalife A., Tan X., Wang L. (2012), Dynamic hedging by a large player: From theory to practical implementation, Neural, Parallel and Scientific Computations, vol. 20, n°2, p. 191

Communications sans actes

Kalife A., Tan X., Wang L. (2011), Dynamic Feedback Hedging by a Large Player: from Theory to Practical Implementation, 6th International Conference on Dynamic Systems and Applications, Atlanta, États-Unis

Kalife A. (2007), Optimal selling strategies by a large player in energy markets, Fifth International Conference on Dynamic Systems and Applications, Atlanta, États-Unis

Kalife A. (2004), Portfolio Insurance Strategies by a Large Player, Quantitative Methods in Finance, Sydney, Australie

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