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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Renault, Eric"
~type_genre:"Aufsatzsammlung"
~type_genre:"Handbook"
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Theorie
14
Theory
14
Option pricing theory
5
Optionspreistheorie
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4
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4
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3
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Renault, Eric
Gouriéroux, Christian
66
Robert, Christian P.
42
Monfort, Alain
21
Zakoïan, Jean-Michel
18
Guégan, Dominique
17
Lütkepohl, Helmut
17
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16
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16
Jouini, Elyès
16
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16
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14
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14
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13
Comte, Fabienne
12
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12
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11
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11
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11
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11
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11
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11
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11
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11
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10
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10
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10
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10
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9
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8
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8
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8
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8
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8
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7
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EUI working paper / ECO
Série des documents de travail / Centre de Recherche en Économie et Statistique
Cahier / Département de Sciences Économiques, Université de Montréal
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
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2
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1
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1
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1
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1
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ECONIS (ZBW)
14
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1
Efficient derivate pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10003333856
Saved in:
2
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
3
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
4
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
5
Nonparametric instrumental regression
Darolles, Serge
;
Florens, Jean-Pierre
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488001
Saved in:
6
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
7
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
8
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
9
Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
Saved in:
10
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924112
Saved in:
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