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type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~person:"Scaillet, Olivier"
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Scaillet, Olivier
Gouriéroux, Christian
59
Robert, Christian P.
41
Monfort, Alain
19
Zakoïan, Jean-Michel
18
Francq, Christian
16
Guégan, Dominique
16
Jouini, Elyès
14
Renault, Eric
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Comte, Fabienne
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11
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10
Touzi, Nizar
10
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9
Koehl, Pierre-François
9
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9
Salanié, Bernard
9
Fagart, Marie-Cécile
8
Linnemer, Laurent
8
Pham, Huyên
8
Visser, Michael S.
8
Doukhan, Paul
7
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7
Jullien, Bruno
7
Magnac, Thierry
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Casella, George
6
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6
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6
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6
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6
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
14
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
8
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8
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ECONIS (ZBW)
14
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1
A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
Persistent link: https://www.econbiz.de/10001637975
Saved in:
2
Reversed score and likelihood ratio tests
Dhaene, Geert
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001572466
Saved in:
3
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
4
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
5
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
6
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001355583
Saved in:
7
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:
8
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
Saved in:
9
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
10
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
Saved in:
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