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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Martingal
9
Martingale
9
Theorie
9
Theory
9
Stochastic process
5
Stochastischer Prozess
5
Option pricing theory
3
Optionspreistheorie
3
Autocorrelation
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Autokorrelation
2
Incomplete market
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Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
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Arbitrage
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Pommeret, Denys
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Prigent, Jean-Luc
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Renault, Olivier
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Scaillet, Olivier
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Jouini, Elyès
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Finance and stochastics
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
42
Journal of econometrics
41
Research paper series / Swiss Finance Institute
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Cowles Foundation discussion paper
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Econometric theory
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Economics Series Working Papers / Department of Economics, Oxford University
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Economics letters
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International review of financial analysis
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Journal of mathematical economics
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Risks : open access journal
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The journal of futures markets
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / B
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Discussion papers of interdisciplinary research project 373
6
Econometric reviews
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Finance research letters
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International journal of financial engineering
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ECONIS (ZBW)
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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
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2
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
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3
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
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4
Orthogonality of the Sheffer polynomials associated to a Lévy process
Pommeret, Denys
-
1999
Persistent link: https://www.econbiz.de/10001426904
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5
A characterization of functions by their first moments in natural exponential families
Pommeret, Denys
-
1999
Persistent link: https://www.econbiz.de/10001426911
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6
Mixed Laguerre-Hermite and mixed Charlier-Laguerre polynomials
Pommeret, Denys
-
1999
Persistent link: https://www.econbiz.de/10001426925
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7
Orthogonal and pseudo-orthogonal multidimensional appell polynomials
Pommeret, Denys
-
1999
Persistent link: https://www.econbiz.de/10001421270
Saved in:
8
Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH (1)
Mas, André
-
1999
Persistent link: https://www.econbiz.de/10001380387
Saved in:
9
Martingales and arbitrage in securities markets with transaction costs
Jouini, Elyès
;
Kallal, Hédi D.
-
1993
Persistent link: https://www.econbiz.de/10000908840
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