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An Empirical Estimation in Credit Spread Indices
Prigent, J.L.; Renault, O.; Scaillet, O. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005695697
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Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, J.L.; Scaillet, O. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005695764
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Optimality of portfolio insurance The extended CPPI method
Prigent, J.L. - Théorie Économique, Modélisation, Application … - 1999
Persistent link: https://www.econbiz.de/10005341599
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An autoregressive conditional binomial option pricing model under stochastic rates
Prigent, J.L.; Renault, O.; O. Scaillet. - Théorie Économique, Modélisation, Application … - 1999
Persistent link: https://www.econbiz.de/10005341601
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Portfolio Insurance : The extreme Value of the CCPI Method
Bertrand, P.; Prigent, J.L. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005341606
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Optimal portfolio under insurance constraints on the horizon wealth
Prigent, J.L. - Théorie Économique, Modélisation, Application … - 1999
Persistent link: https://www.econbiz.de/10005341630
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Option pricing with discrete rebalancing
Prigent, J.L.; Renault, O.; O. Scaillet. - Théorie Économique, Modélisation, Application … - 1999
Persistent link: https://www.econbiz.de/10005328289