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Finance : revue de l'Association Française de Finance
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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/10009918842
Saved in:
2
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133
Persistent link: https://www.econbiz.de/10007231009
Saved in:
3
A Note on the Valuation of an Exotic Timing Option
Bellalah, Mondher
;
Prigent, Jean-Luc
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 483
Persistent link: https://www.econbiz.de/10007373609
Saved in:
4
Optimal Time to Sell in Real Estate Portfolio Management
Barthélémy, Fabrice
;
Prigent, Jean-Luc
- In:
The journal of real estate finance and economics
38
(
2009
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10008160113
Saved in:
5
A Note on Risk Aversion, Prudence and Portfolio Insurance
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10008420791
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6
Standardized versus customized portfolio: a compensating variation approach
Palma, André
;
Prigent, Jean-Luc
-
2009
Persistent link: https://www.econbiz.de/10008238008
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7
Corporate Investment Choice and Exchange Option between Production Functions
Bouasker, Olfa
;
Prigent, Jean-Luc
- In:
International journal of business
17
(
2012
)
2
,
pp. 141-152
Persistent link: https://www.econbiz.de/10009972042
Saved in:
8
Optimal International Diversification with Constraints
Mhiri, Maroua
;
Prigent, Jean-Luc
- In:
International journal of business
17
(
2012
)
2
,
pp. 181-194
Persistent link: https://www.econbiz.de/10009972045
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9
Ownership structure and stock market liquidity : evidence from Tunisia
Boujelbéne, Nadia Belkhir
;
Bouri, Abdelfatteh
; …
- In:
International journal of managerial and financial accounting
3
(
2011/12
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10009893162
Saved in:
10
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
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