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Weak convergence of financial markets
Prigent, Jean-Luc - 2003
Persistent link: https://www.econbiz.de/10001704709
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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
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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
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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
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On the optimality of funding and hiring/firing according to stochastic demand : the role of growth and shutdown options
Letifi, N.; Prigent, Jean-Luc - In: Economic modelling 40 (2014), pp. 410-422
Persistent link: https://www.econbiz.de/10010425583
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On the stochastic dominance of portfolio insurance strategies
Maalej, Hela; Prigent, Jean-Luc - In: Journal of mathematical finance 6 (2016) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
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Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Economic modelling 67 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
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A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Computational economics 54 (2019) 1, pp. 367-417
Persistent link: https://www.econbiz.de/10012134192
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Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J. P.; Prigent, J. L.; Scaillet, O. - 1998
Persistent link: https://www.econbiz.de/10001363446
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A stochastic dynamic program for valuing options on futures
Ayadi, Mohamed A.; Ben-Ameur, Hatem; Kirillov, Tymur; … - In: The journal of futures markets 34 (2014) 12, pp. 1185-1201
Persistent link: https://www.econbiz.de/10010508671