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.