European University Institute Library
Prigent, Jean-Luc, 1958-
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http://bibfra.me/vocab/lite/Person
Date
1958-
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Prigent, Jean-Luc, 1958-
Name
Prigent, Jean-Luc
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10
Portfolio insurance strategies, OBPI versus CPPI
Portfolio insurance, the extreme value approach to the CPPI method
Convergence of discrete time option pricing models under stochastic interest rates
An autoregressive conditional binomial option pricing model
Convergence of discrete time option pricing models under stochastic interest rates
Optimisation de portefeuille sous contrainte de variance de la tracking-error
Gestion de portefeuille avec garantie, l'allocation optimale en actifs derives
Option pricing with discrete rebalancing
The private provision of public good in the case of satiation points, the case of a quasi-linear economy
Risk management and value, valuation and asset pricing, editors, Mondher Bellalah, Jean-Luc Prigent, Jean-Michel Sahut
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2
An autoregressive conditional binomial option pricing model
An empirical investigation in credit spread indices
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