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person:"Scaillet, Olivier"
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Search: subject_exact:"Semimartingale"
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Martingal
8
Martingale
8
Incomplete market
7
Option pricing theory
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7
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Unvollkommener Markt
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Scaillet, Olivier
Schweizer, Martin
25
Barndorff-Nielsen, Ole E.
23
Jacod, Jean
20
Podolskij, Mark
20
Li, Jia
16
Phillips, Peter C. B.
16
Platen, Eckhard
16
Shephard, Neil
16
Kardaras, Constantinos
15
Jarrow, Robert A.
14
Jeanblanc, Monique
13
Linton, Oliver
13
Todorov, Viktor
11
Bayraktar, Erhan
10
Choulli, Tahir
10
Hulley, Hardy
10
Kabanov, Jurij M.
10
Prigent, Jean-Luc
9
Shephard, Neil G.
9
Vetter, Mathias
9
Biagini, Francesca
8
Bollerslev, Tim
8
Cassese, Gianluca
8
Fontana, Claudio
8
Frittelli, Marco
8
Hobson, David G.
8
Nutz, Marcel
8
Protter, Philip E.
8
Tauchen, George Eugene
8
Ibragimov, Rustam
7
Kallsen, Jan
7
Renault, Olivier
7
Schachermayer, Walter
7
Siu, Tak Kuen
7
Arai, Takuji
6
Clark, Todd E.
6
Elliott, Robert J.
6
Föllmer, Hans
6
Graversen, Svend Erik
6
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Research paper / International Center for Financial Asset Management and Engineering
2
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2
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1
Discussion paper series / LSE Financial Markets Group
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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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
Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655839
Saved in:
4
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:
5
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
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:
8
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
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