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~subject:"Yield curve"
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Search: person:"Scaillet, O."
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Yield curve
Theorie
99
Theory
99
Estimation theory
54
Schätztheorie
54
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Estimation
27
Schätzung
27
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26
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26
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26
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26
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22
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22
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22
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19
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17
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16
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16
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15
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15
Mathematische Optimierung
15
Risikoprämie
15
Risk premium
15
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14
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13
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10
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7
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8
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8
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7
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2
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English
16
French
1
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Scaillet, Olivier
17
Gouriéroux, Christian
5
Cheng, Peng
4
Leblanc, Boris
3
Galluccio, Stefano
2
Huang, Zhijhang
2
Ly, Jean-Michel
2
Broze, Laurence
1
Galluccio, S.
1
Huang, Z.
1
Ly, J.-M.
1
Zakoïan, Jean-Michel
1
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International Center for Financial Asset Management and Engineering
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
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3
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3
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2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
... Congrès annuel de l'Association Française de Science Economique
1
Advances in futures and options research : a research annual
1
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1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
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1
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1
Finance : revue de l'Association Française de Finance
1
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1
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
2
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
3
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
4
Linear-quadratic jump-diffusion modeling
Cheng, Peng
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003626612
Saved in:
5
Linear-quadratic jump-diffusion modeling
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003354343
Saved in:
6
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002078198
Saved in:
7
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
Saved in:
8
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
Saved in:
9
Path dependent options on yields in the affine term structure model
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
Saved in:
10
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000980200
Saved in:
1
2
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