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Scaillet, O.
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Galluccio, S.
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Huang, Z.
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Ly, J.-M.
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Mathematical Finance
Research paper series / Swiss Finance Institute
38
Swiss Finance Institute Research Paper
29
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
FAME research paper series
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of econometrics
13
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Discussion paper
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
THEMA Working Papers
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Documents de travail / THEMA
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Research paper / International Center for Financial Asset Management and Engineering
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CORE discussion paper : DP
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of forecasting
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Journal of financial economics
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Econometric theory
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Finance : revue de l'Association Française de Finance
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Finance and Stochastics
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The journal of finance : the journal of the American Finance Association
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... Congrès annuel de l'Association Française de Science Economique
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Advances in futures and options research : a research annual
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Annals of economics and statistics
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Applied Mathematical Finance
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1
THEORY AND CALIBRATION OF SWAP MARKET MODELS
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, O.
- In:
Mathematical Finance
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10005655264
Saved in:
2
Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
Scaillet, O.
- In:
Mathematical Finance
14
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10005294287
Saved in:
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