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Option pricing theory
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Quittard-Pinon, François
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4
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Finance : revue de l'Association Française de Finance
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2
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1
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1
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1
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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ECONIS (ZBW)
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The valuation of interest rate digital options and range notes revisited
Navatte, Patrick
;
Quittard-Pinon, François
- In:
European financial management : the journal of the …
5
(
1999
)
3
,
pp. 425-440
Persistent link: https://www.econbiz.de/10001446911
Saved in:
2
Options digitales et titres couloirs sur taux d'intérêt
Navatte, Patrick
- In:
Journal de la Société de Statistique de Paris
138
(
1997
)
2
,
pp. 41-62
Persistent link: https://www.econbiz.de/10001247014
Saved in:
3
Finance et processus de diffusion
Quittard-Pinon, François
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 85-112
Persistent link: https://www.econbiz.de/10001330878
Saved in:
4
Options exotiques et options réelles
Chesney, Marc
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001544306
Saved in:
5
Changes of probability measure in finance and insurance : a synthesis
Courtois, Olivier le
;
Quittard-Pinon, François
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 95-120
Persistent link: https://www.econbiz.de/10002877345
Saved in:
6
The asymptotic ruin problem in health care insurance with interest
Adekambi, Franck
;
Quittard-Pinon, François
- In:
Asia-Pacific journal of risk and insurance : APJRI
7
(
2013
)
2
,
pp. 143-161
Persistent link: https://www.econbiz.de/10010126412
Saved in:
7
On the pricing of power and other polynomial options
Macovschi, Stefan
;
Quittard-Pinon, François
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 61-71
Persistent link: https://www.econbiz.de/10003346507
Saved in:
8
How to price efficiently European options in some geometric Lévy processes models?
Quittard-Pinon, François
;
Randrianarivony, Rivo
- In:
International journal of business
13
(
2008
)
4
,
pp. 301-314
Persistent link: https://www.econbiz.de/10003770610
Saved in:
9
The optimal capital structure of the firm with stable Lévy assets returns
Le Courtois, Olivier
;
Quittard-Pinon, François
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10003771590
Saved in:
10
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model
Le Courtois, Olivier
;
Quittard-Pinon, François
- In:
Asia-Pacific financial markets
13
(
2006
)
1
,
pp. 11-39
Persistent link: https://www.econbiz.de/10003496745
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