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Finance : revue de l'Association Française de Finance
Research paper series / Swiss Finance Institute
38
Swiss Finance Institute Research Paper
27
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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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:
2
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/10009918842
Saved in:
3
Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10003229682
Saved in:
4
Portfolio insurance : the extreme value approach to the CPPI method
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001702629
Saved in:
5
Gestion de portefeuille avec garantie : l'allocation optimale en actifs dérivés
Bertrand, Philippe
;
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10001624292
Saved in:
6
Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 73-116
Persistent link: https://www.econbiz.de/10009776161
Saved in:
7
On path-dependent structured funds : complexity does not always pay : Asian versus average performance funds
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
37
(
2015
)
2
,
pp. 67-105
Persistent link: https://www.econbiz.de/10011615586
Saved in:
8
Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
34
(
2013
)
1
,
pp. 73-116
Persistent link: https://www.econbiz.de/10010160337
Saved in:
9
Gestion de portefeuille avec garantie : l'allocation optimale en actifs dérivés
Bertrand, Philippe
;
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10009918862
Saved in:
10
Portfolio insurance strategies : OBPI versus CPPI
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10009918908
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