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Number of items: 3.
Article
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.