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~person:"Prigent, Jean-Luc"
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Prigent, Jean-Luc
Fabozzi, Frank J.
344
Broll, Udo
232
McAleer, Michael
228
Maurer, Raimond
148
Platen, Eckhard
148
Madan, Dilip B.
141
Härdle, Wolfgang
122
Guidolin, Massimo
120
Mitchell, Olivia S.
119
Chiarella, Carl
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Lo, Andrew W.
101
Satchell, Stephen
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Takahashi, Akihiko
99
Lien, Da-hsiang Donald
96
Campbell, John Y.
91
Cui, Zhenyu
89
Wahl, Jack E.
88
Korn, Ralf
87
Račev, Svetlozar T.
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Phillips, Peter C. B.
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Jarrow, Robert A.
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Gollier, Christian
81
Koopman, Siem Jan
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Kraft, Holger
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Wong, Wing Keung
78
Benth, Fred Espen
77
Engle, Robert F.
77
Ang, Andrew
75
Carr, Peter
74
Kit, Pong Wong
74
Schoutens, Wim
74
Elliott, Robert J.
72
Uppal, Raman
72
Blake, David
71
Hens, Thorsten
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Post, Thierry
71
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70
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70
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
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7
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6
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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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Risk management decisions and wealth management in financial economics
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Springer Finance
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ECONIS (ZBW)
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RePEc
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1
Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
Saved in:
2
On the optimality of funding and hiring/firing according to stochastic demand : the role of growth and shutdown options
Letifi, N.
;
Prigent, Jean-Luc
- In:
Economic modelling
40
(
2014
),
pp. 410-422
Persistent link: https://www.econbiz.de/10010425583
Saved in:
3
A general subordinated stochastic process for derivatives pricing
Lesne, J. L.
;
Prigent, Jean-Luc
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 121-146
Persistent link: https://www.econbiz.de/10001554222
Saved in:
4
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
5
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:
6
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:
7
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
8
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:
9
Weak convergence of
hedging
strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655789
Saved in:
10
Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
Saved in:
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