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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000975624
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000976110
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Optimal innovation of futures contracts
Duffie, Darrell - In: The review of financial studies 2 (1989) 3, pp. 275-296
Persistent link: https://www.econbiz.de/10001106382
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Special repo rates
Duffie, Darrell - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 493-526
Persistent link: https://www.econbiz.de/10001205904
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Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell - In: The Scandinavian journal of economics 100 (1998) 2, pp. 411-423
Persistent link: https://www.econbiz.de/10001245494
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Optimal hedging and equilibrium in a dynamic futures market
Duffie, Darrell - In: Journal of economic dynamics & control 14 (1990) 1, pp. 21-33
Persistent link: https://www.econbiz.de/10001085221
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The tradability premium on the S&P 500 Index
Gouriéroux, Christian; Jasiak, Joann; Xu, Peng - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
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Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick; Gouriéroux, Christian - In: Econometric theory 30 (2014) 5, pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
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Simulating correlated defaults
Duffie, Darrell; Singleton, Kenneth J. - 1998
Persistent link: https://www.econbiz.de/10001509438
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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002771895