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~person:"Prigent, Jean-Luc"
~subject:"Option pricing theory"
~subject:"Time series analysis"
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Search: subject_exact:"Martingal"
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Option pricing theory
Time series analysis
Martingal
9
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9
Optionspreistheorie
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8
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7
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Prigent, Jean-Luc
Li, Jia
9
Bayraktar, Erhan
7
Podolskij, Mark
7
Renault, Olivier
7
Scaillet, Olivier
7
Siu, Tak Kuen
7
Tauchen, George Eugene
7
Todorov, Viktor
6
Dolinsky, Yan
5
Elliott, Robert J.
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4
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Biagini, Francesca
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Cheang, Gerald H. L.
3
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Christensen, Kim
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Cui, Zhenyu
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Grbac, Zorana
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3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
2
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1
Journal of empirical finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
2
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
3
Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
Saved in:
4
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
5
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
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:
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