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~person:"Prigent, Jean-Luc"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
~subject:"Real estate fund"
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Optionspreistheorie
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49
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49
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33
Option pricing theory
13
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8
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Prigent, Jean-Luc
Fabozzi, Frank J.
128
Maurer, Raimond
77
Platen, Eckhard
58
Gollier, Christian
53
Korn, Ralf
51
Härdle, Wolfgang
49
Guidolin, Massimo
44
Uppal, Raman
44
Mitchell, Olivia S.
42
Ang, Andrew
40
Jarrow, Robert A.
40
Markowitz, Harry
39
Satchell, Stephen
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Chiarella, Carl
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Li, Duan
38
Campbell, John Y.
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Lo, Andrew W.
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Post, Thierry
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Wystup, Uwe
36
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34
Scaillet, Olivier
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32
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32
Gouriéroux, Christian
32
Kraft, Holger
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Zagst, Rudi
32
Hens, Thorsten
31
Račev, Svetlozar T.
31
Bodie, Zvi
30
Lucas, André
30
Dai, Min
29
Kane, Alex
28
Lioui, Abraham
28
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Economic modelling
5
Finance : revue de l'Association Française de Finance
5
European journal of operational research : EJOR
3
International journal of business
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Computational economics
2
Chapman & Hall/CRC financial mathematics series
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1
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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ECONIS (ZBW)
45
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1
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:
2
A note on the valuation of an exotic timing option
Bellalah, Mondher
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 483-487
Persistent link: https://www.econbiz.de/10001221098
Saved in:
3
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
Saved in:
4
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
Saved in:
5
On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 333-350
Persistent link: https://www.econbiz.de/10012015036
Saved in:
6
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
7
Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
8
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
9
Equilibrium of financial derivative markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
10
On the robustness of portfolio allocation under copula misspecification
Ben Saida, Abdallah
;
Prigent, Jean-Luc
- In:
Risk management decisions and wealth management in …
,
(pp. 631-652)
.
2018
Persistent link: https://www.econbiz.de/10011871693
Saved in:
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