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Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2000

Persistent link: https://www.econbiz.de/10001533318

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999

Persistent link: https://www.econbiz.de/10001430979

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2002

Persistent link: https://www.econbiz.de/10001707061

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 353-373). 2002

Persistent link: https://www.econbiz.de/10001679460

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Journal of empirical finance 11 (2004) 1, pp. 133-161

Persistent link: https://www.econbiz.de/10001881022

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999

Persistent link: https://www.econbiz.de/10009758936

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999

Persistent link: https://www.econbiz.de/10009758937

Lesne, J. P.; Prigent, J. L.; Scaillet, O. - 1998

Persistent link: https://www.econbiz.de/10001363446

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

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2002

This paper considers the option pricing when dynamic portfolios are discretely rebalanced.

Persistent link: https://www.econbiz.de/10005843341