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~subject:"Hedging"
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Hedging
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Prigent, Jean-Luc
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2
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2
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Bellalah, Makram
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29th International Conference of the French Finance Association (AFFI) 2012
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Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
Saved in:
2
Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
Saved in:
3
Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655789
Saved in:
4
Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655839
Saved in:
5
On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
3
,
pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
Saved in:
6
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
7
Dynamic connectedness and optimal hedging strategy among commodities and financial indices
Hachicha, Néjib
;
Ben Amar, Amine
;
Ben Slimane, Ikrame
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013460835
Saved in:
8
On the risk management of demand deposits : quadratic hedging of interest rate margins
Adam, Alexandre
;
Cherrat, Hamza
;
Houkari, Mohamed
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1319-1355)
.
2022
Persistent link: https://www.econbiz.de/10013342119
Saved in:
9
Weak convergence of financial markets : with 1 table
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10004466371
Saved in:
10
Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.
Persistent link: https://www.econbiz.de/10005843299
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