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~subject:"Option pricing theory"
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Option pricing theory
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Scaillet, Olivier
26
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9
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5
Galluccio, Stefano
5
Medvedev, Alexey
5
Topaloglou, Nikolas
4
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4
Zenios, Stauros Andrea
4
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Pederzoli, Paola
3
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Finance and stochastics
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Advances in futures and options research : a research annual
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Optimizing international portfolios with options and forwards
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
Journal of banking & finance
35
(
2011
)
12
,
pp. 3188-3201
Persistent link: https://www.econbiz.de/10009383506
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2
Controlling currency risk with options or forwards
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
Handbook of financial engineering
,
(pp. 245-278)
.
2008
Persistent link: https://www.econbiz.de/10003753682
Saved in:
3
Pricing options on scenario trees
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 283-298
Persistent link: https://www.econbiz.de/10003647220
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4
Integrated dynamic models for hedging international portfolio risks
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 48-65
Persistent link: https://www.econbiz.de/10012239474
Saved in:
5
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
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6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
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7
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
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8
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
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9
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
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10
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
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