Access Statistics for Jean-Luc Prigent

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Risk Management Approach for Portfolio Insurance Strategies 1 3 25 25 7 11 22 22
A Risk Management Approach for Portfolio Insurance Strategies 12 29 61 61 44 85 138 138
A general subordinated stochastic process for the derivatives pricing 0 0 0 0 3 7 22 133
An Autoregressive Conditional Binomial Option Pricing Model 2 9 20 20 3 13 33 33
An Autoregressive Conditional Binomial Option Pricing Model 3 9 30 347 7 30 90 841
An Empirical Estimation in Credit Spread Indices 1 3 14 98 1 5 24 194
An Empirical Investigation in Credit Spread Indices 1 4 9 310 2 14 29 616
An Empirical Investigation in Credit Spread Indices 4 16 57 602 9 32 125 1,388
An Empirical Investigation in Credit Spread Indices 0 1 1 2 0 3 9 357
An autoregressive conditional binomial option pricing model under stochastic rates 0 0 0 0 1 5 12 209
Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates 0 0 3 3 1 2 5 5
Convergence of Discrete Time Option Pricing Models under Stochastic Interest Rates 2 4 6 205 4 9 27 642
Convergence of Discrete Time Options Pricing Models under Stochastic Rates 0 0 0 0 1 2 11 1,199
Convergence of discrete time options pricing models under stochastic 0 0 0 0 0 0 5 85
Gestion de portefeuille avec garantie: l'allocation optimale en actifs derives 0 0 0 0 8 24 93 813
Hedging global environment risks: An option based portfolio insurance 8 17 70 209 14 34 156 423
Implied risk neutral probability measures on options markets: The L2 approach 0 0 0 0 4 7 38 253
Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing 0 0 0 0 0 0 4 529
Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case 0 0 0 0 1 3 13 965
Incomplete markets: Convergence of options values under the minimal martingale measure. The multidimensional case 0 0 0 0 0 1 6 97
Optimal Time to Sell in Real Estate Portfolio Management 6 13 50 77 8 17 109 190
Optimal portfolio positioning 0 0 0 25 6 13 50 184
Optimal portfolio under insurance constraints on the horizon wealth 0 0 0 0 1 2 13 182
Optimal portfolio: towards an operational decision support system 0 0 0 17 0 2 16 105
Optimality of portfolio insurance The extended CPPI method 0 0 0 2 8 25 120 4,257
Option Pricing with Discrete Rebalancing 4 7 19 297 6 13 42 595
Option Pricing with Discrete Rebalancing 1 3 6 6 2 4 7 7
Option Pricing with Discrete Rebalancing 3 4 15 101 4 9 27 249
Option Pricing with a General Market Point Process 0 0 0 4 5 16 44 676
Option pricing with a general marked point process 0 0 0 2 4 6 33 370
Option pricing with discrete rebalancing 0 0 0 0 2 3 11 107
Portfolio Insurance: The extreme Value of the CCPI Method 3 11 61 520 5 20 99 738
Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula 0 0 0 0 1 1 12 762
Strategies optimales d'allocation de portefeuilles internationaux avec contraintes 0 0 0 1 0 3 12 89
The private provision of public good in the case of satiation points: The case of a quasi-linear economy 0 0 0 1 0 0 10 200
Weak Convergence of Hedging Strategies of Contingent Claims 0 0 3 41 0 0 9 124
Weak Convergence of Hedging Strategies of Contingent Claims 0 1 8 51 1 3 18 145
Total Working Papers 51 134 458 3,027 163 424 1,494 17,922

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Convergence of discrete time option pricing models under stochastic interest rates 0 1 7 278 0 4 17 1,158
Optimal Time to Sell in Real Estate Portfolio Management 1 2 13 13 5 11 53 53
Option pricing with discrete rebalancing 4 4 6 75 6 7 14 181
Utilitarianism and fairness in portfolio positioning 1 2 6 9 5 9 28 39
Total Journal Articles 6 9 32 375 16 31 112 1,431

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Statistics updated 2009-11-04