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~subject:"Option pricing theory"
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Option pricing theory
Theorie
149
Theory
149
Estimation theory
91
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91
Nichtparametrisches Verfahren
70
Nonparametric statistics
68
Estimation
55
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55
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49
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45
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45
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43
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41
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English
38
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Scaillet, Olivier
26
Prigent, Jean-Luc
11
Trojani, Fabio
10
Renault, Olivier
9
Cosma, Antonio
5
Galluccio, Stefano
5
Medvedev, Alexey
5
Gruber, Peter H.
4
Tebaldi, Claudio
4
Leblanc, Boris
3
Pederzoli, Paola
3
Lesne, Jean-Philippe
2
Scaillet, O.
2
Schneider, Paul
2
Wiehenkamp, Christian
2
Wrampelmeyer, Jan
2
Bakalli, Gaetan
1
Cuccio, Davide
1
El-Sheimy, Naser
1
Engulatov, Alexandre
1
Ferretti, Roberto G.
1
Gonzalez, Raul
1
Guerrier, Stéphane
1
Leippold, Markus
1
Lesne, J. P.
1
Molinari, Roberto
1
Orłowski, Piotr
1
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1
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Research paper series / Swiss Finance Institute
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Swiss Finance Institute Research Paper
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Discussion paper
2
Finance and stochastics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
Advances in futures and options research : a research annual
1
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1
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1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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1
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1
Finance : revue de l'Association Française de Finance
1
Journal of empirical finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
1
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Compound and exchange options in the affine term structure model
Scaillet, Olivier
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
Saved in:
2
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
3
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
4
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
Saved in:
5
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
6
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
Saved in:
7
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
8
Options on forward and futures contracts in the affine term structure model
Leblanc, Boris
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 241-261
Persistent link: https://www.econbiz.de/10001211281
Saved in:
9
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
Saved in:
10
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825737
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