Laurence Carassus

Professeur des Universités

Université de Reims Champagne-Ardenne

France

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Laurence Carassus is a Professeur des Universités at Université de Reims Champagne-Ardenne in France. His research focuses on topics including optimal investment under model uncertainty, no-arbitrage conditions, and risk-neutral pricing. Recent articles highlight his work on super-replication prices and utility indifference pricing within a multiple-priors framework. His contributions to the field reflect a deep engagement with financial theory and market dynamics.

Articles (9)

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2025

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2023

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2022

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2022

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2022

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2020

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2020

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2020

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2020

Collaborators (1)

Jan Obloj

Professor of Mathematics

University of Oxford

UNITED KINGDOM

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Laurence Carassus

Research Interests

Explore related searches

Contact this professor

About

Articles (9)

Discrete time optimal investment under model uncertainty

No free lunch for markets with multiple numéraires

Pricing without no-arbitrage condition in discrete time

Erratum: The Robust Superreplication Problem: A Dynamic Approach

Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time

Convergence of utility indifference prices to the superreplication price in a multiple-priors framework

From small markets to big markets

No-arbitrage with multiple-priors in discrete time

Risk-Neutral Pricing for Arbitrage Pricing Theory

Collaborators (1)

Jan Obloj

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