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~institution:"Chambre de commerce et d'industrie de Paris"
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Option pricing theory
7
Optionspreistheorie
7
Theorie
5
Theory
5
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2
Currency option
2
Devisenoption
2
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English
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Dumas, Bernard
4
Chesney, Marc
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Bensoussan, Alain
1
Collin-Dufresne, Pierre
1
Crouhy, Michel
1
Fleming, Jeff
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Galai, Dan
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Gibson, Rajna
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Rockinger, Michael
1
Solnik, Bruno
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Uppal, Raman
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
131
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
80
International Monetary Fund (IMF)
58
Centre for Analytical Finance <Århus>
38
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
37
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Springer Fachmedien Wiesbaden
15
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
14
Ekonomiska forskningsinstitutet <Stockholm>
14
Institut für Schweizerisches Bankwesen <Zürich>
14
International Water Management Institute (IWMI)
12
eSocialSciences
12
Center for Economic Research <Tilburg>
11
Institutt for Økonomi, Universitetet i Bergen
10
Svenska Handelshögskolan <Helsinki>
10
CentER for Economic Research, Universiteit van Tilburg
9
Erasmus Research Institute of Management
8
Princeton University Press
8
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8
Weierstraß-Institut für Angewandte Analysis und Stochastik
8
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7
EconWPA
7
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7
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7
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7
Bonn Graduate School of Economics
6
Department of Economics, Faculty of Business and Economics
6
International Monetary Fund
6
Judge Institute of Management Studies
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Verlag Dr. Kovač
6
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5
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5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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5
Queen Mary College / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
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Les cahiers de recherche / HEC Paris
9
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ECONIS (ZBW)
9
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1
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
2
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
3
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
4
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
5
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
6
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
7
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
8
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
9
Efficient intertemporal allocations with recursive utility
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
-
1997
Persistent link: https://www.econbiz.de/10000987025
Saved in:
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