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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
type_genre:"Graue Literatur"
~isPartOf:"Research paper / International Center for Financial Asset Management and Engineering"
~subject:"Option pricing theory"
~type_genre:"Government document"
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Option pricing theory
Theorie
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155
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Statistical theory
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43
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Renault, Eric
5
Prigent, Jean-Luc
4
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4
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4
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3
Gouriéroux, Christian
3
Renault, Olivier
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2
Laurent, Jean-Paul
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Lefoll, Jean
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Research paper / International Center for Financial Asset Management and Engineering
Working paper series / Centre for Practical Quantitative Finance
28
SFB 649 discussion paper
26
Working paper / National Bureau of Economic Research, Inc.
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20
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ECONIS (ZBW)
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1
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
2
Serial and parallel Krylov methods for implicit finite difference schemes arising in multivariate option pricing
Gilli, Manfred
;
Ke͏̈llezi, Evis
;
Pauletto, Giorgio
-
2001
Persistent link: https://www.econbiz.de/10001592002
Saved in:
3
Credit spread specification and the pricing of spread options
Mougeot, Nicolas
-
2000
Persistent link: https://www.econbiz.de/10001641328
Saved in:
4
Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos
;
Lefoll, Jean
-
1999
Persistent link: https://www.econbiz.de/10001641802
Saved in:
5
Enhancing portfolio performance using options strategies : why beating the market is easy
Lhabitant, François-Serge
-
1998
Persistent link: https://www.econbiz.de/10001641852
Saved in:
6
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
7
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
8
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:
9
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
10
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
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