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Olivier Le Courtois

SSRN Author Rank: 12,402 by Downloads and 18,544 by Citations

 

EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control


 23, av. Guy de Collongue
 69134 Ecully Cedex
 France
 email address

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. Olivier Le Courtois's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,787
Total
Citations
17
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Pricing Derivatives With Barriers in a Stochastic Interest Rate Environment | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Vol. 32, No. 9, pp. 2903-2938, September 2008
Number of Pages in PDF File: 32
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
26 Mar 05
Last Revised:
14 Apr 10
365
(54,416)
1

2.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
01 Mar 06
Last Revised:
04 Jun 14
323
(66,099)
6

3.  
Fair Valuation of Participating Life Insurance Contracts with Jump Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Geneva Risk and Insurance Review, Vol 33, No. 2, p.106-136, 2008
Number of Pages in PDF File: 23
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
05 Apr 07
Last Revised:
26 Dec 10
310
(71,003)
2

4.  
The Optimal Capital Structure Under Stable Lévy Assets Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Decisions in Economics and Finance, Vol. 31, No. 1, p.51-72, 2008
Number of Pages in PDF File: 19
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
01 Mar 06
Last Revised:
26 Dec 10
219
(102,038)
 

5.  
Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework | Show Abstract | Download This Paper | Open PDF in Browser |
North American Actuarial Journal, Vol. 14, No. 1, pp. 131-149, 2010
Number of Pages in PDF File: 31
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
17 Jan 06
Last Revised:
15 Aug 15
190
(117,906)
 

6.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Walter, Christian Pierre
Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales
Posted:
30 Apr 10
Last Revised:
08 Nov 14
179
(119,621)
1

7.  
A New Procedure for Pricing Parisian Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, Vol. 12, No. 4, 2005
Number of Pages in PDF File: 32
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
13 Feb 12
Last Revised:
12 Jan 14
166
(126,492)
2

8.  
Development and Pricing of a New Participating Contract | Show Abstract | Download This Paper | Open PDF in Browser |
North American Actuarial Journal, Vol. 10, No. 4, pp. 179-195, 2006
Number of Pages in PDF File: 22
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
30 Jan 06
Last Revised:
01 Mar 10
166
(132,631)
3

9.  
Hainaut, Donatien
Université Catholique de Louvain
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
03 Feb 13
Last Revised:
08 Nov 14
108
(170,461)
 

10.   Incl. Electronic Paper
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Nakagawa, Hidetoshi
Hitotsubashi University - Graduate School of International Corporate Strategy
Posted:
24 Dec 10
Last Revised:
25 Dec 14
100
(199,307)
1

11.  
Performance Regularity: A New Class of Executive Compensation Packages | Show Abstract | Download This Paper | Open PDF in Browser |
Asia-Pacific Financial Markets, Vol. 19, No. 4, pp. 353-370, 2012
Number of Pages in PDF File: 24
Bernard, Carole
Grenoble Ecole de Management
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
23 Jan 12
Last Revised:
11 Jan 14
96
(202,053)
1

12.  
Floryszczak, Anthony
SMABTP
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Majri, Mohamed
SMABTP
Posted:
14 Dec 14
Last Revised:
25 Jun 16
93
(153,150)
 

13.  
Decreasing Downside Risk Aversion and Background Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Mathematical Economics, 53, 2014
Number of Pages in PDF File: 12
Crainich, David
Catholic University of Lille - Faculté Libre des Sciences Economiques (FLSE)
Eeckhoudt, Louis
Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG)
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
10 Feb 14
Last Revised:
08 Nov 14
64
(249,987)
 

14.  
Portfolio Optimisation with Jumps: Illustration with a Pension Accumulation Scheme | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 60, p. 127-137, 2015.
Number of Pages in PDF File: 36
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Menoncin, Francesco
University of Brescia - Department of Economics
Posted:
09 Oct 12
Last Revised:
11 Apr 16
52
(264,653)
 

15.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
01 Apr 14
36
(306,486)
 

16.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
12 Jan 14
28
(347,020)
 

17.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Walter, Christian Pierre
Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales
Posted:
18 Dec 14
26
(306,486)
 

18.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
27 Feb 15
Last Revised:
22 Mar 16
9
(350,630)
 

19.  
Allali, Jérémy
SMABTP
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Majri, Mohamed
SMABTP
Posted:
19 Mar 16
Last Revised:
11 Apr 16
0
(366,347)
 

20.  
Crainich, David
Catholic University of Lille - Faculté Libre des Sciences Economiques (FLSE)
Eeckhoudt, Louis
Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG)
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
10 Jan 16
0
(358,322)
 


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