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Valuing the right to tax incomes : an options pricing approach
Draaisma, Teun - 1996
Persistent link: https://www.econbiz.de/10000931831
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Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von - 1996
Persistent link: https://www.econbiz.de/10000934033
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Approximating payoffs and approximating pricing formulas
Darolles, Serge; Laurent, Jean-Paul - 1997
Persistent link: https://www.econbiz.de/10000980460
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Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000975624
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American options exercise boundary when the volatility changes randomly
Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924111
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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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
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001380392