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type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
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45
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Renault, Eric
5
Touzi, Nizar
4
Garcia, René
3
Gouriéroux, Christian
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Laurent, Jean-Paul
2
Luger, Richard
2
Monfort, Alain
2
Renault, Olivier
2
Clément, Emmanuelle
1
Darolles, Serge
1
Koehl, Pierre-François
1
Leisen, Dietmar
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
23
Discussion paper / B
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Working paper series / Centre for Practical Quantitative Finance
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Discussion paper / Centre for Economic Policy Research
11
Research paper series / Swiss Finance Institute
11
Tübinger Diskussionsbeitrag
10
Meddelanden från Svenska Handelshögskolan
9
Bonn Econ Discussion Papers / BGSE
8
CoFE discussion papers
8
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8
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8
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8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Discussion paper / Center for Economic Research, Tilburg University
7
Report / Erasmus Center for Financial Research, Erasmus University
7
Swiss Finance Institute Research Paper
7
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7
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6
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Research notes in economics & statistics
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6
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5
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Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
5
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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ECONIS (ZBW)
16
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1
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
2
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
3
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
Saved in:
4
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
5
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
6
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
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:
9
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
10
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:
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