Jean-Philippe Lesne

DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS

H. Pagès, J. Scheinkman, B. Bensaid, 1992 .

Dynamic monopoly pricing with network externalities

B. Bensaid, Jean-Philippe Lesne, Bernard Bensaid, 1996 .

A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING

Jean-Philippe Lesne, J. Prigent, 2001 .

A Yield-factor Model of Interest Rates

D. Duffie, F. Black, K. Singleton, 1996 .

Convergence of discrete time option pricing models under stochastic interest rates

Olivier Scaillet, Jean-Luc Prigent, Jean-Philippe Lesne, 2000, Finance Stochastics.