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~person:"Renault, Olivier"
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Incomplete market
7
Martingal
7
Martingale
7
Option pricing theory
7
Optionspreistheorie
7
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Theory
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Unvollkommener Markt
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Renault, Olivier
Schweizer, Martin
28
Jacod, Jean
18
Podolskij, Mark
18
Platen, Eckhard
16
Phillips, Peter C. B.
15
Jeanblanc, Monique
14
Kardaras, Constantinos
14
Barndorff-Nielsen, Ole E.
13
Jarrow, Robert A.
13
Choulli, Tahir
11
Li, Jia
11
Todorov, Viktor
11
Hulley, Hardy
10
Bayraktar, Erhan
9
Prigent, Jean-Luc
9
Biagini, Francesca
8
Cassese, Gianluca
8
Fontana, Claudio
8
Frittelli, Marco
8
Hobson, David G.
8
Kabanov, Jurij M.
8
Linton, Oliver
8
Nutz, Marcel
8
Scaillet, Olivier
8
Shephard, Neil G.
8
Tauchen, George Eugene
8
Bollerslev, Tim
7
Kallsen, Jan
7
Protter, Philip E.
7
Schachermayer, Walter
7
Siu, Tak Kuen
7
Vetter, Mathias
7
Arai, Takuji
6
Clark, Todd E.
6
Elliott, Robert J.
6
Graversen, Svend Erik
6
Henry-Labordere, Pierre
6
Ibragimov, Rustam
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Korn, Ralf
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Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Discussion paper
1
Discussion paper series / LSE Financial Markets Group
1
Journal of empirical finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Research paper / International Center for Financial Asset Management and Engineering
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1
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
2
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
3
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
4
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
5
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
7
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
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