Narrow search
Showing 1 - 3 of 3
Cover Image
Pricing American options under stochastic volatility and stochastic interest rates
Medvedev, Alexey; Scaillet, Olivier - In: Journal of financial economics 98 (2010) 1, pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
Cover Image
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
Cover Image
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