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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"
~subject:"Option pricing theory"
~subject:"Wahrscheinlichkeitsrechnung"
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Option pricing theory
Wahrscheinlichkeitsrechnung
Theorie
674
Theory
674
Estimation theory
160
Schätztheorie
160
Time series analysis
46
Zeitreihenanalyse
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Monetary policy
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Volatility
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Volatilität
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Chaos theory
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Renault, Eric
6
Robert, Christian P.
5
Touzi, Nizar
5
Gouriéroux, Christian
4
Nandi, Saikat
4
Garcia, René
3
Heston, Steven L.
3
Monfort, Alain
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Gayraud, Ghislaine
2
Laurent, Jean-Paul
2
Luger, Richard
2
Renault, Olivier
2
Abken, Peter A.
1
Babbel, David F.
1
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1
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1
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1
Chauvet, Guillaume
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Clément, Emmanuelle
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1
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Guihenneuc-Jouhaux, Chantal
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper series / Federal Reserve Bank of Atlanta
Discussion paper / Tinbergen Institute
59
Discussion paper / B
28
Working paper series / Centre for Practical Quantitative Finance
28
SFB 649 discussion paper
27
Discussion paper / Center for Economic Research, Tilburg University
26
Working paper / National Bureau of Economic Research, Inc.
26
Discussion paper / Tinbergen Institute / Tinbergen Institute
22
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Discussion paper
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
18
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CORE discussion paper : DP
13
Discussion paper / Centre for Economic Policy Research
13
Report / Econometric Institute, Erasmus University Rotterdam
13
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Research paper series / Swiss Finance Institute
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13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Faculté des Sciences Economiques, Université des Sciences Sociales
12
Dresdner Beiträge zu quantitativen Verfahren
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
Quaderni del Dipartimento
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TRACE discussion papers / Tinbergen Institute
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Tübinger Diskussionsbeitrag
10
Discussion paper series / LSE Financial Markets Group
9
Meddelanden från Svenska Handelshögskolan
9
Technical working paper / National Bureau of Economic Research
9
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
8
Bonn Econ Discussion Papers / BGSE
8
CoFE discussion papers
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Swiss Finance Institute Research Paper
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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1
Optimal inclusion probabilities for balanced sampling
Chauvet, Guillaume
;
Bonnéry, Daniel
;
Deville, Jean-Claude
-
2010
Persistent link: https://www.econbiz.de/10009406024
Saved in:
2
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:
3
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:
4
Nonparametric Bayesian estimation of level sets
Gayraud, Ghislaine
;
Rousseau, Judith
-
2002
Persistent link: https://www.econbiz.de/10001660111
Saved in:
5
Weak convergence of empirical copula processes
Fermanian, Jean-David
;
Radulovic, Dragan
;
Wegkamp, Marten H.
-
2002
Persistent link: https://www.econbiz.de/10001660114
Saved in:
6
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
7
Density estimation in infinite dimensional space : application to processes of diffusion type
Dabo-Niang, Sophie
-
2001
Persistent link: https://www.econbiz.de/10001577407
Saved in:
8
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
9
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:
10
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
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