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Le Courtois, Olivier


 SSRN Author Rank: 12,125 by Downloads
 

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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. Le Courtois, Olivier's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,248
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 |
Journal of Economic Dynamics and Control, Vol. 32, No. 9, pp. 2903-2938, September 2008
Accepted Paper Series
Bernard, Carole
University of Waterloo
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
340
(50,713)
1

2.  
Risk-Neutral and Actual Default Probabilities with an Endogenous Bankruptcy Jump-Diffusion Model | Show Abstract | Download |
Asia Pacific Financial Markets, Vol. 13, p. 11-39, 2006
Accepted Paper Series
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
321
(54,332)
7

3.  
Fair Valuation of Participating Life Insurance Contracts with Jump Risk | Show Abstract | Download |
Geneva Risk and Insurance Review, Vol 33, No. 2, p.106-136, 2008
Accepted Paper Series
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
306
(57,469)
2

4.  
The Optimal Capital Structure Under Stable Lévy Assets Returns | Show Abstract | Download |
Decisions in Economics and Finance, Vol. 31, No. 1, p.51-72, 2008
Accepted Paper Series
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
217
(83,338)
 

5.  
Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework | Show Abstract | Download |
North American Actuarial , Vol. 14, No. 1, pp. 131-149, 2010
Accepted Paper Series
Bernard, Carole
University of Waterloo
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:
27 Dec 10
190
(95,057)
 

6.  
Development and Pricing of a New Participating Contract | Show Abstract | Download |
North American Actuarial Journal, Vol. 10, No. 4, pp. 179-195, 2006
Accepted Paper Series
Bernard, Carole
University of Waterloo
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
(107,746)
1

7.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Walter, Christian Pierre
Maison des Sciences de l'Homme
Posted:
30 Apr 10
Last Revised:
08 Nov 14
162
(110,146)
1

8.  
A New Procedure for Pricing Parisian Options | Show Abstract | Download |
Journal of Derivatives, Vol. 12, No. 4, 2005
Accepted Paper Series
Bernard, Carole
University of Waterloo
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
154
(115,263)
3

9.   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:
10 Jan 13
96
(166,116)
1

10.  
Performance Regularity: A New Class of Executive Compensation Packages | Show Abstract | Download |
Asia-Pacific Financial Markets, Vol. 19, No. 4, pp. 353-370, 2012
Accepted Paper Series
Bernard, Carole
University of Waterloo
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
23 Jan 12
Last Revised:
11 Jan 14
90
(173,410)
1

11.  
Hainaut, Donatien
ESC Rennes School of Business
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
03 Feb 13
Last Revised:
08 Nov 14
78
(189,580)
 

12.  
Decreasing Downside Risk Aversion and Background Risk | Show Abstract | Download |
Journal of Mathematical Economics, 53, 2014
Accepted Paper Series
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
44
(252,164)
 

13.  
Portfolio Optimisation with Jumps: Illustration with a Pension Accumulation Scheme | Show Abstract | Download |
29th International Conference of the French Finance Association (AFFI) 2012
Working Paper Series
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:
08 Nov 14
39
(264,096)
 

14.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
01 Apr 14
30
(289,592)
 

15.  
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
12 Jan 14
15
(348,878)
 


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