The following pages link to Jean-Luc Prigent (Q1026545):
Displaying 19 items.
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- (Q1615816) (redirect page) (← links)
- On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions (Q1707543) (← links)
- On the optimality of path-dependent structured funds: the cost of standardization (Q1735195) (← links)
- Weak convergence of financial markets. (Q1812185) (← links)
- Convergence of discrete time option pricing models under stochastic interest rates (Q1979079) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
- Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891) (← links)
- Hedging global environment risks: an option based portfolio insurance (Q2440762) (← links)
- Option Pricing with a General Marked Point Process (Q2757668) (← links)
- (Q2782362) (← links)
- On the maximization of financial performance measures within mixture models (Q3086119) (← links)
- Portfolio Optimization and Performance Analysis (Q3428687) (← links)
- A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
- Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
- Incomplete markets: convergence of options values under the minimal martingale measure (Q4954109) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
