//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Optionspreistheorie"
~type_genre:"Konferenzbeitrag"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
609
Theory
609
Estimation theory
155
Schätztheorie
155
Time series analysis
49
Zeitreihenanalyse
49
Statistical theory
45
Statistische Methodenlehre
45
France
40
Frankreich
40
Estimation
29
Schätzung
29
Stochastic process
28
Stochastischer Prozess
28
Markov chain
27
Markov-Kette
27
Sampling
24
Stichprobenerhebung
24
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Portfolio selection
19
Portfolio-Management
19
Arbeitslosigkeit
16
Option pricing theory
16
Unemployment
16
Asymmetric information
15
Asymmetrische Information
15
CAPM
15
Chaos theory
15
Chaostheorie
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Bayes-Statistik
14
Bayesian inference
14
USA
13
United States
13
Yield curve
13
more ...
less ...
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Working Paper
Konferenzbeitrag
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Amtsdruckschrift
15
Government document
15
Language
All
English
16
Author
All
Renault, Eric
5
Touzi, Nizar
4
Garcia, René
3
Gouriéroux, Christian
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Laurent, Jean-Paul
2
Luger, Richard
2
Monfort, Alain
2
Renault, Olivier
2
Clément, Emmanuelle
1
Darolles, Serge
1
Koehl, Pierre-François
1
Leisen, Dietmar
1
Lesne, Jean-Philippe
1
Pastorello, Sergio
1
Pham, Huyên
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
23
Discussion paper / B
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Working paper series / Centre for Practical Quantitative Finance
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Discussion paper / Centre for Economic Policy Research
11
Research paper series / Swiss Finance Institute
11
Tübinger Diskussionsbeitrag
11
Discussion paper
9
Meddelanden från Svenska Handelshögskolan
9
Bonn Econ Discussion Papers / BGSE
8
CoFE discussion papers
8
Discussion paper series / LSE Financial Markets Group
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Tübinger Diskussionsbeiträge
8
Discussion paper / Center for Economic Research, Tilburg University
7
Report / Erasmus Center for Financial Research, Erasmus University
7
Swiss Finance Institute Research Paper
7
CREATES research paper
6
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
Les cahiers de recherche / HEC Paris
6
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Research notes in economics & statistics
6
Working paper
6
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
6
Working paper series / Federal Reserve Bank of Atlanta
6
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
6
Discussion paper / Tinbergen Institute
5
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
5
Finance and economics discussion series
5
Publications from Department of Management
5
Research paper / International Center for Financial Asset Management and Engineering
5
Research report / Graduate School Research Institute Systems, Organisations and Management
5
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
4
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
2
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
3
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:
4
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
5
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
Saved in:
6
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
7
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
8
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
9
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->