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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"
~person:"Gouriéroux, Christian"
~subject:"Option pricing theory"
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Option pricing theory
Theorie
61
Theory
61
Estimation theory
16
Schätztheorie
16
CAPM
8
Portfolio selection
8
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8
Time series analysis
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Optionspreistheorie
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Gouriéroux, Christian
Renault, Eric
5
Nandi, Saikat
4
Touzi, Nizar
4
Garcia, René
3
Heston, Steven L.
3
Prigent, Jean-Luc
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1
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1
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1
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1
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1
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Leisen, Dietmar
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Lesne, Jean-Philippe
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Madan, Dilip B.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper series / Federal Reserve Bank of Atlanta
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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ECONIS (ZBW)
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1
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
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2
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
3
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
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