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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"Option pricing theory"
~type_genre:"Government document"
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Option pricing theory
Theorie
2,745
Theory
2,745
Estimation theory
229
Schätztheorie
229
Time series analysis
199
Zeitreihenanalyse
199
Estimation
145
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Renault, Eric
5
Touzi, Nizar
4
Garcia, René
3
Gouriéroux, Christian
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Laurent, Jean-Paul
2
Luger, Richard
2
Monfort, Alain
2
Renault, Olivier
2
Vorst, Ton
2
Cherian, Joseph A.
1
Clément, Emmanuelle
1
Darolles, Serge
1
Dert, Cees
1
Houweling, Patrick
1
Jiang, George J.
1
Koehl, Pierre-François
1
Leisen, Dietmar
1
Lesne, Jean-Philippe
1
Lucas, André
1
Menkveld, Albert J.
1
Pastorello, Sergio
1
Peeters, Bas
1
Perotti, Enrico
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
Working paper series / Centre for Practical Quantitative Finance
28
SFB 649 discussion paper
26
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / B
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Discussion paper / Centre for Economic Policy Research
11
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
Research paper series / Swiss Finance Institute
11
Tübinger Diskussionsbeitrag
10
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9
Meddelanden från Svenska Handelshögskolan
9
Bonn Econ Discussion Papers / BGSE
8
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8
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Discussion paper / Center for Economic Research, Tilburg University
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Report / Erasmus Center for Financial Research, Erasmus University
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ECONIS (ZBW)
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1
Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas
;
Dert, Cees
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001884326
Saved in:
2
An empirical comparison of default swap pricing models
Houweling, Patrick
;
Vorst, Ton
-
2001
Persistent link: https://www.econbiz.de/10001639524
Saved in:
3
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
4
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
5
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
Saved in:
6
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
7
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
8
Option pricing and foreign investment under political risk
Cherian, Joseph A.
;
Perotti, Enrico
-
1999
Persistent link: https://www.econbiz.de/10001374827
Saved in:
9
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
10
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
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