OAW

Items where Author is "Prigent, J. L"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Number of items: 3.

Bertrand, P., Lesne, Jean-Philippe and Prigent, J. L (2001) Gestion de portefeuille avce garantie : l'allocation optimale en actifs dérivés. Finance, 22 (1).

Lesne, Jean-Philippe, Prigent, J. L and Scaillet, Olivier (2000) Convergence of discrete time option pricing models under stochastic interest rates. Finance and Stochastics, 4.

Lesne, Jean-Philippe and Prigent, J. L (2000) A general subordinated stochastic process for derivative pricing. International Journal of Theoretical and Applied Finance. pp. 121-146.

This list was generated on Wed Dec 11 18:23:44 2019 CET.