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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:"Scaillet, Olivier"
~subject:"Option pricing theory"
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Option pricing theory
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Scaillet, Olivier
Renault, Eric
5
Nandi, Saikat
4
Touzi, Nizar
4
Garcia, René
3
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3
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Prigent, Jean-Luc
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper series / Federal Reserve Bank of Atlanta
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
2
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
3
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
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