Narrow search
Showing 1 - 7 of 7
Cover Image
Optimality of portfolio insurance The extended CPPI method
Prigent, J.L. - Théorie Économique, Modélisation, Application … - 1999
Persistent link: https://www.econbiz.de/10005341599
Cover Image
An autoregressive conditional binomial option pricing model under stochastic rates
Prigent, J.L.; Renault, O.; O. Scaillet. - Théorie Économique, Modélisation, Application … - 1999
Persistent link: https://www.econbiz.de/10005341601
Cover Image
Portfolio Insurance : The extreme Value of the CCPI Method
Bertrand, P.; Prigent, J.L. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005341606
Cover Image
Optimal portfolio under insurance constraints on the horizon wealth
Prigent, J.L. - Théorie Économique, Modélisation, Application … - 1999
Persistent link: https://www.econbiz.de/10005341630
Cover Image
Option pricing with discrete rebalancing
Prigent, J.L.; Renault, O.; O. Scaillet. - Théorie Économique, Modélisation, Application … - 1999
Persistent link: https://www.econbiz.de/10005328289
Cover Image
An Empirical Estimation in Credit Spread Indices
Prigent, J.L.; Renault, O.; Scaillet, O. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005695697
Cover Image
Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, J.L.; Scaillet, O. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005695764