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~person:"Gouriéroux, Christian"
~subject:"Derivat"
~subject:"Kreditrisiko"
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Derivat
Kreditrisiko
Option pricing theory
14
Optionspreistheorie
14
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7
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7
Stochastic process
4
Stochastischer Prozess
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Derivative Pricing
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Gouriéroux, Christian
Hull, John
27
Wang, Xingchun
22
Madan, Dilip B.
20
Schoutens, Wim
20
Benth, Fred Espen
16
Fabozzi, Frank J.
16
Härdle, Wolfgang
14
Carr, Peter
13
Jarrow, Robert A.
13
Joshi, Mark S.
13
Prokopczuk, Marcel
13
Schlögl, Erik
13
Chiarella, Carl
12
Hess, Markus
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Escobar, Marcos
11
Das, Sanjiv R.
10
Howison, Sam
10
Lo, Andrew W.
10
Nikitopoulos, Christina Sklibosios
10
Brigo, Damiano
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Perrakis, Stylianos
9
Steiner, Manfred
9
Takahashi, Akihiko
9
Zagst, Rudi
9
Zheng, Wendong
9
Branger, Nicole
8
Cheng, Benjamin
8
Cont, Rama
8
Elliott, Robert J.
8
Härdle, Wolfgang K.
8
Mercurio, Fabio
8
Monfort, Alain
8
Oosterlee, Cornelis W.
8
Osipenko, Maria
8
Xu, Wei
8
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Journal of econometrics
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Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
3
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
4
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
5
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
6
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
7
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
8
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
9
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
10
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
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