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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"International economic review"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Pham, Huyên"
~subject:"Option pricing theory"
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Option pricing theory
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Pham, Huyên
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
International economic review
Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Finance and stochastics
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Large deviations in estimation of an Ornstein-Uhlenbeck model
Florens-Landais, D.
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950707
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2
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
3
Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000878550
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