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Stochastic process
Theorie
149
Theory
149
Estimation theory
91
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91
Nichtparametrisches Verfahren
70
Nonparametric statistics
68
Estimation
55
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49
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45
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43
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41
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40
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38
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33
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32
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31
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30
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29
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26
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25
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24
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23
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21
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16
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5
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9
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English
33
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Scaillet, Olivier
24
Medvedev, Alexey
8
Topaloglou, Nikolas
7
Trojani, Fabio
7
Arvanitis, Stelios
4
Cheng, Peng
2
Gruber, Peter H.
2
Lesne, Jean-Philippe
2
Prigent, Jean-Luc
2
Tebaldi, Claudio
2
Treccani, Adrien
2
Trevisan, Christopher
2
Bakalli, Gaetan
1
Buraschi, Andrea
1
Camponovo, Lorenzo
1
Cuccio, Davide
1
El-Sheimy, Naser
1
Guerrier, Stéphane
1
Leblanc, Boris
1
Leippold, Markus
1
Lesne, J. P.
1
Matsushita, Yukitoshi
1
Molinari, Roberto
1
Otsu, Taisuke
1
Porchia, Paolo
1
Potiron, Yoann
1
Prigent, J. L.
1
Radi, Ahmed
1
Renault, Olivier
1
Sandulescu, Mirela
1
Scaillet, O.
1
Schneider, Paul
1
Vecchia, Davide la
1
Vedolin, Andrea
1
Volkov, V. V.
1
Yu, Seunghyeon
1
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International Center for Financial Asset Management and Engineering
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Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
6
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 financial econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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1
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1
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ECONIS (ZBW)
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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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