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A New Procedure for Pricing Pa...
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Option pricing theory
Theorie
100
Theory
100
Portfolio selection
46
Portfolio-Management
46
Risiko
46
Risk
46
Optionspreistheorie
40
Risikomanagement
26
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20
Life insurance
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Kreditrisiko
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8
Private Altersvorsorge
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Private retirement provision
8
Capital income
7
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English
37
French
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Bernard, Carole
24
Quittard-Pinon, François
15
Cui, Zhenyu
10
Le Courtois, Olivier
9
Kélani, Abdou
4
McLeish, Don L.
4
Boyle, Phelim P.
3
De Gennaro Aquino, Luca
2
McLeish, Don
2
Navatte, Patrick
2
Randrianarivony, Rivo
2
Su, Xiaoshan
2
Tang, Junsen
2
Vanduffel, Steven
2
Bank, Peter
1
Bondarenko, Oleg
1
Chesney, Marc
1
Gornall, Will
1
Hainaut, Donatien
1
Jiang, Xiao
1
Kolkiewicz, Adam
1
Lux, Thibaut
1
Macovschi, Stefan
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Menoncin, Francesco
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Papapantoleon, Antonis
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Finance : revue de l'Association Française de Finance
3
International journal of theoretical and applied finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied mathematical finance
1
Asia Pacific financial markets
1
Asia-Pacific journal of risk and insurance : APJRI
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
European financial management : the journal of the European Financial Management Association
1
International journal of business
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Journal de la Société de Statistique de Paris
1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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The European journal of finance
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ECONIS (ZBW)
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1
A new procedure for pricing Parisian options
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 45-53
Persistent link: https://www.econbiz.de/10003010772
Saved in:
2
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10003775152
Saved in:
3
Evaluation en fair value de contrats participatifs
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 73-107
Persistent link: https://www.econbiz.de/10003229686
Saved in:
4
Pricing and hedging defaultable participating contracts with regime switching and jump risk
Le Courtois, Olivier
;
Quittard-Pinon, François
;
Su, …
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 303-339
Persistent link: https://www.econbiz.de/10012285401
Saved in:
5
Portfolio optimisation with jumps : illustration with a pension accumulation scheme
Le Courtois, Olivier
;
Menoncin, Francesco
- In:
Journal of banking & finance
60
(
2015
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011544926
Saved in:
6
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier
;
Su, Xiaoshan
- In:
Asia Pacific financial markets
27
(
2020
)
4
,
pp. 477-520
Persistent link: https://www.econbiz.de/10012390326
Saved in:
7
The valuation of interest rate digital options and range notes revisited
Navatte, Patrick
;
Quittard-Pinon, François
- In:
European financial management : the journal of the …
5
(
1999
)
3
,
pp. 425-440
Persistent link: https://www.econbiz.de/10001446911
Saved in:
8
Options digitales et titres couloirs sur taux d'intérêt
Navatte, Patrick
- In:
Journal de la Société de Statistique de Paris
138
(
1997
)
2
,
pp. 41-62
Persistent link: https://www.econbiz.de/10001247014
Saved in:
9
Options exotiques et options réelles
Chesney, Marc
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001544306
Saved in:
10
Exchange options when one underlying price can jump
Quittard-Pinon, François
;
Randrianarivony, Rivo
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10008660587
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