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Option pricing theory
Theorie
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English
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Prigent, Jean-Luc
16
Scaillet, Olivier
11
Ben-Ameur, Hatem
9
Renault, Olivier
8
Chérif, Rim
5
Ben-Abdellatif, Malek
3
Fakhfakh, Tarek
3
Karoui, Lotfi
2
Lesne, Jean-Philippe
2
Mnif, Walid
2
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2
Rémillard, Bruno N.
2
Ayadi, Mohamed
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Erkan, Bünyamin
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Lesne, J. L.
1
Lesne, J. P.
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
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1
Economic modelling
1
European journal of operational research : EJOR
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
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1
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1
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1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
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2
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
3
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
4
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
5
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
6
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
Saved in:
7
A general subordinated stochastic process for derivatives pricing
Lesne, J. L.
;
Prigent, Jean-Luc
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 121-146
Persistent link: https://www.econbiz.de/10001554222
Saved in:
8
A note on the valuation of an exotic timing option
Bellalah, Mondher
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 483-487
Persistent link: https://www.econbiz.de/10001221098
Saved in:
9
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
10
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
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