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Stochastic process
Theorie
326
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147
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64
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Scaillet, Olivier
24
Gouriéroux, Christian
21
Medvedev, Alexey
8
Topaloglou, Nikolas
7
Jasiak, Joann
6
Lu, Yang
5
Arvanitis, Stelios
4
Gagliardini, Patrick
3
Monfort, Alain
3
Boloorforoosh, Ali
2
Cheng, Peng
2
Christoffersen, Peter F.
2
Fournier, Mathieu
2
Lesne, Jean-Philippe
2
Prigent, Jean-Luc
2
Treccani, Adrien
2
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2
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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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1
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1
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8
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4
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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
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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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