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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
type_genre:"Graue Literatur"
~isPartOf:"Working paper series / Federal Reserve Bank of Atlanta"
~isPartOf:"Working paper"
~subject:"Option pricing theory"
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Option pricing theory
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Renault, Eric
5
Heston, Steven L.
4
Nandi, Saikat
4
Touzi, Nizar
4
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3
Gouriéroux, Christian
3
Prigent, Jean-Luc
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3
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2
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2
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2
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1
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1
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper series / Federal Reserve Bank of Atlanta
Working paper
Working paper series / Centre for Practical Quantitative Finance
28
SFB 649 discussion paper
26
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22
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20
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14
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1
Preference-free option pricing with path-dependent volatility : a clsosed-form approach
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001408069
Saved in:
2
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001444589
Saved in:
3
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
4
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721470
Saved in:
5
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
6
Cross-currency LIBOR market models
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001634329
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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