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subject:"Schätztheorie"
isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Portfolio selection"
~person:"Touzi, Nizar"
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Schätztheorie
Portfolio selection
Theorie
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Theory
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Option pricing theory
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Optionspreistheorie
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Estimation theory
2
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Stochastischer Prozess
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Touzi, Nizar
Gouriéroux, Christian
14
Robert, Christian P.
12
Guégan, Dominique
7
Monfort, Alain
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Philippe, Anne
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Berred, Alexandre M.
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Comte, Fabienne
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Jasiak, Joann
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Robin, Jean-Marc
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Darolles, Serge
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Ghysels, Eric
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Guerre, Emmanuel
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Hardouin, C.
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Koehl, Pierre-François
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Blundell, Richard W.
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Bosq, Denis
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Butucea, Cristina
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Crépon, Bruno
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Delecroix, Michel
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Fermanian, Jean-David
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Jouini, Elyès
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Pham, Huyên
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Renault, Eric
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Scaillet, Olivier
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Smith, Richard J.
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Adda, Jérôme
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
Mathematical methods of operations research
1
Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The European journal of finance
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ECONIS (ZBW)
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1
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
2
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
Saved in:
3
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
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