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Number of items: 3.

2000

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

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

2001

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

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