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Stochastic process
Theorie
113
Theory
113
Estimation theory
66
Schätztheorie
66
Nichtparametrisches Verfahren
63
Nonparametric statistics
61
Estimation
39
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39
Optionspreistheorie
32
Portfolio selection
30
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30
Stochastischer Prozess
29
Option pricing theory
28
Börsenkurs
25
Share price
25
Capital income
24
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24
Kapitaleinkommen
24
Prognoseverfahren
24
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24
Volatilität
24
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23
Faktorenanalyse
23
Statistischer Test
22
Time series analysis
22
Zeitreihenanalyse
22
Risikoprämie
21
Statistical test
21
Volatility
21
Risk premium
20
USA
20
Risk management
19
United States
19
Yield curve
19
Zinsstruktur
19
Bootstrap approach
18
Bootstrap-Verfahren
18
Mathematical programming
17
Mathematische Optimierung
17
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Free
11
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3
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10
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Arbeitspapier
16
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16
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15
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10
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1
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1
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English
29
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Scaillet, Olivier
24
Medvedev, Alexey
8
Topaloglou, Nikolas
7
Arvanitis, Stelios
4
Sachs, Rainer von
4
Cheng, Peng
2
Eichler, Michael
2
Lesne, Jean-Philippe
2
Motta, Giovanni
2
Prigent, Jean-Luc
2
Treccani, Adrien
2
Trevisan, Christopher
2
Bakalli, Gaetan
1
Barigozzi, Matteo
1
Cuccio, Davide
1
El-Sheimy, Naser
1
Guerrier, Stéphane
1
Guo, Wensheng
1
Hallin, Marc
1
Leblanc, Boris
1
Lesne, J. P.
1
Molinari, Roberto
1
Omba, Hernando
1
Potiron, Yoann
1
Prigent, J. L.
1
Radi, Ahmed
1
Renault, Olivier
1
Scaillet, O.
1
Soccorsi, Stefano
1
Volkov, V. V.
1
Yu, Seunghyeon
1
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International Center for Financial Asset Management and Engineering
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
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Research paper series / Swiss Finance Institute
8
Swiss Finance Institute Research Paper
4
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
FAME research paper series
3
Finance and stochastics
2
Journal of econometrics
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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1
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1
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1
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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:
2
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:
3
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:
4
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
Saved in:
5
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
6
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
Saved in:
7
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
Saved in:
8
Spanning analysis of stock market anomalies under prospect stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
70
(
2024
)
9
,
pp. 6002-6025
Persistent link: https://www.econbiz.de/10015137989
Saved in:
9
Pricing american options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
-
2009
-
This version Sept. 2009
Persistent link: https://www.econbiz.de/10003936104
Saved in:
10
Testing for stochastic dominance efficiency
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003992828
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