Jean-Luc Prigent

Finance · 2001–2011

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Jean-Luc Prigent trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Philippe Bertrand
  2. Steven Kou

Who trusts Jean-Luc Prigent overall

  1. St'ephane Cr'epey
  2. Philippe Bertrand
  3. Julio Backhoff-Veraguas
  4. Rustam Ibragimov
  5. Markus Pelger

Papers from Jean-Luc Prigent's perspective

Ordered by how strongly the researchers Jean-Luc Prigent trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Variance Gamma (V.G.) Model for Share Market Returns
  2. Valuing American Options by Simulation: A Simple Least-Squares Approach
  3. Options, Futures, and Other Derivatives
  4. Monte Carlo valuation of American options
  5. Pricing Interest Rate Derivatives: A General Approach
  6. Martingale Methods in Financial Modelling
  7. Robust numerical methods for contingent claims under jump diffusion processes
  8. Empirical Dynamic Asset Pricing
  9. Stochastic Volatility for Lévy Processes
  10. Perpetual options and Canadization through fluctuation theory

Their papers