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Approximating payoffs and pricing formulas
Darolles, Serge; Laurent, Jean-Paul - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1721-1746
Persistent link: https://www.econbiz.de/10001508770
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Approximating payoffs and approximating pricing formulas
Darolles, Serge; Laurent, Jean-Paul - 1997
Persistent link: https://www.econbiz.de/10000980460
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10001355935
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001380392
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An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul; Amzelek, Philippe; Bonnaud, Joe - In: Review of derivatives research 17 (2014) 3, pp. 261-286
Persistent link: https://www.econbiz.de/10011293083