Concepedia
Statistics
Publications
4
Citations
109
H-Index
Active since
2005
Affiliations
Université Claude Bernard Lyon 1(Current)
Centre National de la Recherche Scientifique
École Centrale de Lyon
Institut Camille Jordan
Anne Eyraud-Loisel is an author at Université Claude Bernard Lyon 1 specializing in asset pricing, finance, and business.
Top concepts
FinanceBusinessAsset PricingManagementOption PricingStochastic CalculusFinancial EngineeringCovid-19MedicineEconomics
Publications per year
2005–2021
CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP
Stefan Ankirchner, Christophette Blanchet‐Scalliet, Anne Eyraud-Loisel · International Journal of Theoretical and Applied Finance · 2010 · 49 citations · Full text
Option Pricing, Financial Economics, Asset Pricing +15
Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps
Anne Eyraud-Loisel · Stochastic Processes and their Applications · 2005 · 37 citations · Full text
Economics, Option Pricing, Computational Finance +9
Optimal portfolio liquidation with additional information
Stefan Ankirchner, Christophette Blanchet‐Scalliet, Anne Eyraud-Loisel · Mathematics and Financial Economics · 2015 · 12 citations
Portfolio Optimization, Asset Pricing, Optimal Portfolio Liquidation +7
Adapting French COVID-19 vaccination campaign duration to variant dissemination
Simon Pageaud, Nicolas Ponthus, Romain Gauchon et al. · 2021 · 11 citations · Full text
Covid-19 Epidemiology, Vaccine Hesitancy, Flu Vaccination +19
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