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THEORY AND CALIBRATION OF SWAP...
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Optionspreistheorie
Theorie
111
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111
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53
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Börsenkurs
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China
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Scaillet, Olivier
26
Prigent, Jean-Luc
11
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9
Cosma, Antonio
5
Galluccio, Stefano
5
Medvedev, Alexey
5
Leblanc, Boris
3
Pederzoli, Paola
3
Lesne, Jean-Philippe
2
Scaillet, O.
2
Bakalli, Gaetan
1
Cuccio, Davide
1
El-Sheimy, Naser
1
Engulatov, Alexandre
1
Gonzalez, Raul
1
Guerrier, Stéphane
1
Huang, Jing-Zhi
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Huang, Zhijian
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Lesne, J. P.
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Research paper series / Swiss Finance Institute
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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
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2
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2
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Advances in futures and options research : a research annual
1
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Paris December 2011 Finance Meeting EUROFIDAI - AFFI
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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
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2
Sequential learning of cryptocurrency volatility dynamics : evidence based on a stochastic volatility model with jumps in returns and volatility
Huang, Jing-Zhi
;
Huang, Zhijian
;
Xu, Li
- In:
The quarterly journal of finance
11
(
2021
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012649885
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3
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
4
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
5
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:
6
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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7
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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8
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:
9
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J. P.
;
Prigent, J. L.
;
Scaillet, O.
-
1998
Persistent link: https://www.econbiz.de/10001363446
Saved in:
10
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
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