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subject:"Portfolio selection"
~person:"Gouriéroux, Christian"
~person:"Hull, John"
~person:"Platen, Eckhard"
~subject:"Method of moments"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
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Search: subject_exact:"Derivative"
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Portfolio selection
Method of moments
Option pricing theory
USA
Derivat
46
Derivative
46
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19
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19
Optionspreistheorie
16
CAPM
11
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10
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8
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8
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26
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Gouriéroux, Christian
Hull, John
Platen, Eckhard
Fabozzi, Frank J.
19
Wang, Xingchun
15
Benth, Fred Espen
14
Whaley, Robert E.
12
Escobar, Marcos
11
Jarrow, Robert A.
11
Moser, James T.
10
Barone-Adesi, Giovanni
9
Carr, Peter
9
Edwards, Franklin R.
9
Lien, Da-hsiang Donald
9
Chiarella, Carl
8
Kolb, Robert W.
8
Madan, Dilip B.
8
Zagst, Rudi
8
Bessembinder, Hendrik
7
Brigo, Damiano
7
Brooks, Robert
7
Cui, Zhenyu
7
Locke, Peter R.
7
Račev, Svetlozar T.
7
Schneeweis, Thomas
7
Schoutens, Wim
7
Shastri, Kuldeep
7
Siu, Tak Kuen
7
Tunaru, Radu
7
Keffala, Mohamed Rochdi
6
Kupiec, Paul H.
6
Kwok, Yue-Kuen
6
Muck, Matthias
6
Ryu, Doojin
6
Sabino, Piergiacomo
6
Wang, George H. K.
6
White, Alan
6
Wilson, William W.
6
Alghalith, Moawia
5
Balbás de la Corte, Alejandro
5
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3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of investment management : JOIM
2
The journal of credit risk : published quarterly by Incisive Media
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
26
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1
Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
Saved in:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
3
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
4
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
5
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
6
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
7
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
8
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
9
OIS discounting, interest rate derivatives, and the modeling of stochastic interest rate spreads
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 64-83
Persistent link: https://www.econbiz.de/10011635240
Saved in:
10
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
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