Convergence of discrete time option pricing models under stochastic interest rates. - Jean-Philippe Lesne; Jean-Luc Prigent; Olivier Scaillet (Finance Stochastics, 2000)

Option Pricing with a General Marked Point Process. - Jean-Luc Prigent (Math. Oper. Res., 2001)

Hedging global environment risks: An option based portfolio insurance. - André de Palma; Jean-Luc Prigent (Autom., 2008)

Standardized versus customized portfolio: a compensating variation approach. - André de Palma; Jean-Luc Prigent (Ann. Oper. Res., 2009)

Portfolio insurance: Gap risk under conditional multiples. - Hatem Ben Ameur; Jean-Luc Prigent (Eur. J. Oper. Res., 2014)

Preface: Risk management decisions and wealth management in Financial Economics. - Hatem Ben Ameur; Ephraim Clark; André de Palma; Jean-Luc Prigent (Ann. Oper. Res., 2018)

On the robustness of portfolio allocation under copula misspecification. - Abdallah Ben Saida; Jean-Luc Prigent (Ann. Oper. Res., 2018)

Risk management of time varying floors for dynamic portfolio insurance. - Hatem Ben Ameur; Jean-Luc Prigent (Eur. J. Oper. Res., 2018)

Preface: decision making and risk/return optimization in financial economics. - Farid AitSahlia; Giovanni Barone-Adesi; Ephraim Clark; Jean-Luc Prigent (Ann. Oper. Res., 2019)

Mixed-asset portfolio allocation under mean-reverting asset returns. - Charles-Olivier Amédée-Manesme; Fabrice Barthélémy; Philippe Bertrand; Jean-Luc Prigent (Ann. Oper. Res., 2019)

On the optimality of path-dependent structured funds: The cost of standardization. - Philippe Bertrand; Jean-Luc Prigent (Eur. J. Oper. Res., 2019)

On the risk management of demand deposits: quadratic hedging of interest rate margins. - Alexandre Adam; Hamza Cherrat; Mohamed Houkari; Jean Paul Laurent; Jean-Luc Prigent (Ann. Oper. Res., 2022)

Risk management decisions and value under uncertainty. - Giovanni Barone-Adesi; Ephraim Clark; Jean-Luc Prigent (Ann. Oper. Res., 2022)

Operational research insights on risk, resilience & dynamics of financial & economic systems. - Hachmi Ben Ameur; Ephraim Clark; Zied Ftiti; Jean-Luc Prigent (Ann. Oper. Res., 2024)