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type_genre:"Working Paper"
~isPartOf:"Research report / Graduate School Research Institute Systems, Organisations and Management"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
733
Theory
733
Estimation theory
167
Schätztheorie
167
Time series analysis
48
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48
Statistical theory
46
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15
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Renault, Eric
5
Touzi, Nizar
4
Garcia, René
3
Gouriéroux, Christian
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Jiang, George J.
2
Laurent, Jean-Paul
2
Luger, Richard
2
Monfort, Alain
2
Renault, Olivier
2
Bekker, Paul A.
1
Benninga, Simon
1
Clément, Emmanuelle
1
Darolles, Serge
1
Koehl, Pierre-François
1
Leisen, Dietmar
1
Lesne, Jean-Philippe
1
Mayshar, Joram
1
Nieuwenhuis, J. H.
1
Pastorello, Sergio
1
Pham, Huyên
1
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Research report / Graduate School Research Institute Systems, Organisations and Management
Série des documents de travail / Centre de Recherche en Économie et Statistique
SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
23
Discussion paper / B
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Working paper series / Centre for Practical Quantitative Finance
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Discussion paper / Centre for Economic Policy Research
11
Research paper series / Swiss Finance Institute
11
Tübinger Diskussionsbeitrag
10
Meddelanden från Svenska Handelshögskolan
9
Bonn Econ Discussion Papers / BGSE
8
CoFE discussion papers
8
Discussion paper
8
Discussion paper series / LSE Financial Markets Group
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Discussion paper / Center for Economic Research, Tilburg University
7
Report / Erasmus Center for Financial Research, Erasmus University
7
Swiss Finance Institute Research Paper
7
Tübinger Diskussionsbeiträge
7
CREATES research paper
6
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
Les cahiers de recherche / HEC Paris
6
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Research notes in economics & statistics
6
Working paper
6
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
6
Working paper series / Federal Reserve Bank of Atlanta
6
Discussion paper / Tinbergen Institute
5
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
5
Finance and economics discussion series
5
Publications from Department of Management
5
Research paper / International Center for Financial Asset Management and Engineering
5
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
5
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
4
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ECONIS (ZBW)
21
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21
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1
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
2
Realizations of interest rate models
Nieuwenhuis, J. H.
-
2001
Persistent link: https://www.econbiz.de/10001559648
Saved in:
3
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
4
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
Saved in:
5
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
6
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:
7
Heterogeneity and option pricing
Benninga, Simon
;
Mayshar, Joram
-
2000
Persistent link: https://www.econbiz.de/10001479206
Saved in:
8
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
9
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1999
Persistent link: https://www.econbiz.de/10001432849
Saved in:
10
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
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