Philippe Priaulet

Statistics

Publications

Citations

129

H-Index

Active since

2002

Affiliations

Université d'Évry Val-d'Essonne(Current)

Philippe Priaulet is an author at Université d'Évry Val-d'Essonne specializing in economics, financial economics, and equity option implied volatility.

Publications per year

2002–2005

Publications

Predictability in the Shape of the Term Structure of Interest Rates

Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet · The Journal of Fixed Income · 2005 · 91 citations

Business, Economics, Finance +17

Competing Methods for Option Hedging in the Presence of Transaction Costs

Lionel Martellini, Philippe Priaulet · The Journal of Derivatives · 2002 · 38 citations

Management, Economics, Financial Economics +13

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