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~person:"Prigent, Jean-Luc"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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Prigent, Jean-Luc
Güth, Werner
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Decision making and risk/return optimization in financial economics
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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
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1
Risk
management decisions and value under uncertainty
Barone-Adesi, Giovanni
;
Clark, Ephraim
;
Prigent, Jean-Luc
- In:
Risk management decisions and value under uncertainty
,
(pp. 603-604)
.
2022
Persistent link: https://www.econbiz.de/10013341955
Saved in:
2
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:
3
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:
4
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:
5
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
6
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
7
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
8
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
9
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
10
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
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