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Laurent, Jean-Paul
85
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10
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7
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7
Gregory, Jon
7
Houkari, Mohamed
7
Pham, Huyên
7
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7
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5
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5
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5
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4
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3
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3
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3
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Revue d'Économie Financière
7
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7
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4
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4
Risk : managing risk in the world's financial markets
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
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3
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3
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The definitive guide to CDOs : market, application, valuation and hedging
3
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2
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ECONIS (ZBW)
48
RePEc
27
OLC EcoSci
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2
USB Cologne (business full texts)
1
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31
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
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32
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
33
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001379916
Saved in:
34
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
35
Distributions implicites anormales des taux de change
Frachot, Antoine
;
Laurent, Jean-Paul
;
Pichot, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001380665
Saved in:
36
La contrainte pétrolière est-elle un obstacle à la croissance française?
Caussat, Laurent
- In:
Economie et statistique
207
(
1988
),
pp. 3-14
Persistent link: https://www.econbiz.de/10001038588
Saved in:
37
An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul
;
Amzelek, Philippe
;
Bonnaud, Joe
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
Saved in:
38
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
39
Handbook of asset and liability management : from models to optimal return strategies
Adam, Alexandre
-
2007
Persistent link: https://www.econbiz.de/10003431754
Saved in:
40
Handbook of asset and liability management : from models to optimal return strategies
Adam, Alexandre
-
2007
Persistent link: https://www.econbiz.de/10004895291
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