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
~subject:"Option pricing theory"
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
On the Way to Recovery: A Nonp...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
111
Theory
111
Estimation theory
56
Schätztheorie
56
Nichtparametrisches Verfahren
55
Nonparametric statistics
53
Estimation
32
Portfolio selection
32
Portfolio-Management
32
Schätzung
32
Optionspreistheorie
30
Risikomanagement
26
Risikoprämie
25
Stochastic process
25
Stochastischer Prozess
25
Capital income
24
Kapitaleinkommen
24
Risk premium
24
Börsenkurs
23
Share price
23
Volatilität
23
Forecasting model
22
Prognoseverfahren
22
Risk management
21
Statistischer Test
21
Volatility
21
Statistical test
20
Yield curve
20
Zinsstruktur
20
Bootstrap approach
18
Bootstrap-Verfahren
18
Factor analysis
18
Faktorenanalyse
18
USA
18
United States
18
Mathematical programming
17
Mathematische Optimierung
17
CAPM
16
Monte-Carlo-Simulation
16
more ...
less ...
Online availability
All
Free
7
Undetermined
1
Type of publication
All
Book / Working Paper
18
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
16
Working Paper
16
Graue Literatur
13
Non-commercial literature
13
Article in journal
7
Aufsatz in Zeitschrift
7
Amtsdruckschrift
3
Government document
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
26
Author
All
Scaillet, Olivier
26
Prigent, Jean-Luc
11
Renault, Olivier
9
Cosma, Antonio
5
Galluccio, Stefano
5
Medvedev, Alexey
5
Leblanc, Boris
3
Pederzoli, Paola
3
Lesne, Jean-Philippe
2
Bakalli, Gaetan
1
Cuccio, Davide
1
El-Sheimy, Naser
1
Guerrier, Stéphane
1
Molinari, Roberto
1
Radi, Ahmed
1
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
1
Published in...
All
Research paper series / Swiss Finance Institute
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
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
Finance and stochastics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
CREA discussion paper
1
Discussion paper
1
Discussion paper series / LSE Financial Markets Group
1
FAME research paper series
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
Research paper / International Center for Financial Asset Management and Engineering
1
Swiss Finance Institute Research Paper
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
2
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
3
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:
4
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:
5
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
9
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
