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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
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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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Testing for continuous-time models of the short-term interest rate
Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel - 1994 - Rev
Persistent link: https://www.econbiz.de/10000902196
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Path dependent options on yields in the affine term structure model
Leblanc, Boris; Scaillet, Olivier - 1995
Persistent link: https://www.econbiz.de/10000910562
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - 1998
Persistent link: https://www.econbiz.de/10000980200
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - 1997
Persistent link: https://www.econbiz.de/10000980279
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10000875390
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Estimation de modèles de la structure par terme des taux d'intérêt
Broze, Laurence - In: Revue économique : revue bimestrielle 47 (1996) 3, pp. 511-519
Persistent link: https://www.econbiz.de/10001334262
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Path dependent options on yields in the affine term structure model
Leblanc, Boris - In: Finance and stochastics 2 (1998) 4, pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
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Options on forward and futures contracts in the affine term structure model
Leblanc, Boris - In: Advances in futures and options research : a research annual 8 (1995), pp. 241-261
Persistent link: https://www.econbiz.de/10001211281