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Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169
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Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von - 1996
Persistent link: https://www.econbiz.de/10000934033
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Employment effect of innovation
Kancs, D'Artis; Siliverstovs, Boriss - 2015
&D investment and firm employment, and to address important econometric issues, which is not possible in the standard estimation …
Persistent link: https://www.econbiz.de/10011983796
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Employment effect of innovation
Kancs, D'Artis; Siliverstovs, Boriss - 2019
possible in the standard estimation approach used in the previous literature. Our results confirm that the relationship between …
Persistent link: https://www.econbiz.de/10012053521
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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
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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548982
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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
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Asymmetic smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549285
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Should we use linearised models to calculate fiscal multipliers? : fellowship initiative “Challenges to Integrated Markets”
Lindé, Jesper; Trabandt, Mathias - 2017
Persistent link: https://www.econbiz.de/10011715013
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119