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Laurent Gauthier

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First Name:Laurent
Middle Name:
Last Name:Gauthier
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RePEc Short-ID:pga1036
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Research output

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Jump to: Working papers Articles Chapters Books

Working papers

  1. Laurent Gauthier, 2024. "Digital Humanities, Complexity Sciences and the Modeling of Ancient Greek Culture," Working Papers hal-03315002, HAL.
  2. Laurent Gauthier, 2023. "A Cliometric Perspective on Cultural Spread: Roman and Christian Names in Ancient Greece," Working Papers hal-03991811, HAL.
  3. Laurent Gauthier, 2022. "Extending Cliometrics to Ancient History with Complexity," Working Papers hal-03754911, HAL.
  4. Laurent Gauthier, 2022. "Sophocles's Play: Greek Theater and Psychological Game Theory," Working Papers hal-03754913, HAL.
  5. Laurent Gauthier, 2022. "Putting Clio Back in Cliometrics," Post-Print hal-03289608, HAL.
  6. Laurent Gauthier, 2021. "Laws of Divine Power in the Greek Pantheon," Working Papers hal-03289609, HAL.
  7. Laurent Gauthier, 2021. "The Cliometrics of Onomastics: Modeling Who's Who in Ancient Greece," Working Papers hal-03370259, HAL.
  8. Laurent Gauthier, 2020. "Securitization Economics," Post-Print hal-03289550, HAL.
  9. Gauthier, Laurent, 2019. "Securitization Structures and Security Design," MPRA Paper 95168, University Library of Munich, Germany.
    repec:hal:wpaper:hal-03289608 is not listed on IDEAS
    repec:hal:wpaper:hal-03991823 is not listed on IDEAS
    repec:hal:journl:hal-04220941 is not listed on IDEAS

Articles

  1. Marc Chesney & Laurent Gauthier, 2006. "American Parisian options," Finance and Stochastics, Springer, vol. 10(4), pages 475-506, December.
  2. Laurent Gauthier, 2003. "Informed Opportunistic Trading And Price Optimal Control," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 31-55.

Chapters

  1. Laurent Gauthier, 2020. "Overview of Loan Portfolio Analysis," Springer Texts in Business and Economics, in: Securitization Economics, chapter 3, pages 35-81, Springer.
  2. Laurent Gauthier, 2020. "Structuring Securitized Bonds," Springer Texts in Business and Economics, in: Securitization Economics, chapter 6, pages 239-326, Springer.
  3. Laurent Gauthier, 2020. "The Economics of Securitization Structuring," Springer Texts in Business and Economics, in: Securitization Economics, chapter 7, pages 327-435, Springer.
  4. Laurent Gauthier, 2020. "Problems with Securitization," Springer Texts in Business and Economics, in: Securitization Economics, chapter 5, pages 195-237, Springer.
  5. Laurent Gauthier, 2020. "Introduction to the Economics of Securitization," Springer Texts in Business and Economics, in: Securitization Economics, chapter 1, pages 1-6, Springer.
  6. Laurent Gauthier, 2020. "Problems in Securitization Structuring," Springer Texts in Business and Economics, in: Securitization Economics, chapter 8, pages 437-476, Springer.
  7. Laurent Gauthier, 2020. "Incentives and the Economics of Securitization," Springer Texts in Business and Economics, in: Securitization Economics, chapter 4, pages 83-193, Springer.
  8. Laurent Gauthier, 2020. "Overview of Securitization and Securitized Products," Springer Texts in Business and Economics, in: Securitization Economics, chapter 2, pages 7-34, Springer.
  9. Laurent Gauthier, 2020. "Conclusion of Securitization Economics," Springer Texts in Business and Economics, in: Securitization Economics, chapter 9, pages 477-478, Springer.

Books

  1. Laurent Gauthier, 2020. "Securitization Economics," Springer Texts in Business and Economics, Springer, number 978-3-030-50326-0, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Laurent Gauthier, 2024. "Digital Humanities, Complexity Sciences and the Modeling of Ancient Greek Culture," Working Papers hal-03315002, HAL.

    Cited by:

    1. Laurent Gauthier, 2021. "The Cliometrics of Onomastics: Modeling Who's Who in Ancient Greece," Working Papers hal-03370259, HAL.

  2. Laurent Gauthier, 2022. "Putting Clio Back in Cliometrics," Post-Print hal-03289608, HAL.

    Cited by:

    1. Laurent Gauthier, 2024. "Digital Humanities, Complexity Sciences and the Modeling of Ancient Greek Culture," Working Papers hal-03315002, HAL.

  3. Laurent Gauthier, 2020. "Securitization Economics," Post-Print hal-03289550, HAL.

    Cited by:

    1. Laurent Gauthier, 2021. "Laws of Divine Power in the Greek Pantheon," Working Papers hal-03289609, HAL.

Articles

  1. Marc Chesney & Laurent Gauthier, 2006. "American Parisian options," Finance and Stochastics, Springer, vol. 10(4), pages 475-506, December.

    Cited by:

    1. Hongzhong Zhang, 2018. "Stochastic Drawdowns," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10078, December.
    2. Marc CHESNEY & Pierre LASSERRE & Bruno TROJA, 2016. "Mitigating Global Warming : A Real Options Approach," Cahiers de recherche 08-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    3. Carole Bernard & Phelim Boyle, 2011. "Monte Carlo methods for pricing discrete Parisian options," The European Journal of Finance, Taylor & Francis Journals, vol. 17(3), pages 169-196.
    4. J. Anderluh & J. Weide, 2009. "Double-sided Parisian option pricing," Finance and Stochastics, Springer, vol. 13(2), pages 205-238, April.
    5. Deng, Jie & Qin, Zhongfeng, 2021. "On Parisian option pricing for uncertain currency model," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    6. Gongqiu Zhang & Lingfei Li, 2023. "A general approach for Parisian stopping times under Markov processes," Finance and Stochastics, Springer, vol. 27(3), pages 769-829, July.
    7. Dassios, Angelos & Zhang, You You, 2016. "The joint distribution of Parisian and hitting times of the Brownian motion with application to Parisian option pricing," LSE Research Online Documents on Economics 64959, London School of Economics and Political Science, LSE Library.
    8. Song-Ping Zhu & Nhat-Tan Le & Wen-Ting Chen & Xiaoping Lu, 2015. "Pricing Parisian down-and-in options," Papers 1511.01564, arXiv.org.
    9. Gongqiu Zhang & Lingfei Li, 2021. "A General Approach for Parisian Stopping Times under Markov Processes," Papers 2107.06605, arXiv.org.
    10. Le, Nhat-Tan & Dang, Duy-Minh, 2017. "Pricing American-style Parisian down-and-out call options," Applied Mathematics and Computation, Elsevier, vol. 305(C), pages 330-347.
    11. Angelos Dassios & You You Zhang, 2016. "The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing," Finance and Stochastics, Springer, vol. 20(3), pages 773-804, July.

Chapters

    Sorry, no citations of chapters recorded.

Books

  1. Laurent Gauthier, 2020. "Securitization Economics," Springer Texts in Business and Economics, Springer, number 978-3-030-50326-0, June.
    See citations under working paper version above.Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-HIS: Business, Economic and Financial History (7) 2021-08-09 2021-08-23 2021-11-08 2022-07-18 2022-10-10 2022-10-10 2023-05-01. Author is listed
  2. NEP-EVO: Evolutionary Economics (3) 2021-11-08 2022-10-10 2023-05-01
  3. NEP-GTH: Game Theory (2) 2021-08-09 2022-10-10
  4. NEP-CUL: Cultural Economics (1) 2023-05-01
  5. NEP-DEM: Demographic Economics (1) 2022-07-18
  6. NEP-FMK: Financial Markets (1) 2019-07-29
  7. NEP-GRO: Economic Growth (1) 2022-10-10
  8. NEP-HME: Heterodox Microeconomics (1) 2022-10-10
  9. NEP-HPE: History and Philosophy of Economics (1) 2022-07-18
  10. NEP-ISF: Islamic Finance (1) 2021-08-23
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2023-05-01

Corrections

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