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Scaillet, Olivier
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9
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ECONIS (ZBW)
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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
Saved in:
2
Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700034
Saved in:
3
Nonparametric estimation and sensitivity analysis of expected shortfall
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001917791
Saved in:
4
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
5
Reversed score and likelihood ratio tests
Dhaene, Geert
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001531966
Saved in:
6
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
8
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
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