Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Portfolio insurance : gap risi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Incomplete market
2
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Unvollkommener Markt
2
1986-2000
1
Corporate bond
1
Credit
1
Government securities
1
Interest rate
1
Kredit
1
Martingal
1
Martingale
1
Risikoprämie
1
Risk premium
1
Staatspapier
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United States
1
Unternehmensanleihe
1
Zins
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
3
Author
All
Prigent, Jean-Luc
2
Renault, Olivier
2
Scaillet, Olivier
2
Lesne, J. P.
1
Prigent, J. L.
1
Scaillet, O.
1
Published in...
All
Discussion paper
Finance : revue de l'Association Française de Finance
13
International journal of business
13
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
13
Economic modelling
8
Computational economics
7
THEMA Working Papers
7
Annals of operations research
6
Journal of banking & finance
5
Working Papers / HAL
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Applied economics
3
Decision making and risk/return optimization in financial economics
3
European journal of operational research : EJOR
3
Les cahiers du GERAD
3
The journal of futures markets
3
29th International Conference of the French Finance Association (AFFI) 2012
2
Arbeitspapiere
2
Chapman & Hall/CRC financial mathematics series
2
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2
Discussion paper series / LSE Financial Markets Group
2
Documents de travail du Centre d'Economie de la Sorbonne
2
Economic Modelling
2
FAME Research Paper Series
2
FMG Discussion Papers
2
Finance and stochastics
2
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
2
International Conference of the French Finance Association (AFFI), May 11-13, 2011
2
International Journal of Academic Research in Accounting, Finance and Management Sciences
2
International journal of managerial and financial accounting
2
Journal of Banking & Finance
2
Journal of empirical finance
2
Nonlinear modeling of economic and financial time-series
2
Research paper / International Center for Financial Asset Management and Engineering
2
Risk management decisions and value under uncertainty
2
Risk management decisions and wealth management in financial economics
2
The Geneva risk and insurance review
2
The journal of real estate finance and economics
2
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
2
Applied Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
2
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001604303
Saved in:
3
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J. P.
;
Prigent, J. L.
;
Scaillet, O.
-
1998
Persistent link: https://www.econbiz.de/10001363446
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
