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Prigent, Jean-Luc
54
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10
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8
Barthélémy, Fabrice
4
Abid, Ilyes
3
Bellalah, Mondher
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3
Mkaouar, Farid
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2
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5
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4
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4
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Decision making and risk/return optimization in financial economics
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Nonlinear modeling of economic and financial time-series
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Risk management decisions and wealth management in financial economics
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ECONIS (ZBW)
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Optimal portfolio positioning under ambiguity
Ben Ameur, H.
;
Prigent, Jean-Luc
- In:
Economic modelling
34
(
2013
),
pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
Saved in:
2
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:
3
Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
Saved in:
4
Portfolio optimization and performance analysis
Prigent, Jean-Luc
-
2007
Persistent link: https://www.econbiz.de/10003355187
Saved in:
5
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
7
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:
8
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:
9
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:
10
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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