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~isPartOf:"Kom / Kommission der Europäischen Gemeinschaften"
~isPartOf:"OECD working papers"
~isPartOf:"Statens offentliga utredningar : SOU"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Optionspreistheorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Government document"
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Optionspreistheorie
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Touzi, Nizar
4
Renault, Eric
3
Gouriéroux, Christian
2
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1
Darolles, Serge
1
Draaisma, Teun
1
Garcia, René
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Gordon, Kathryn M.
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Koehl, Pierre-François
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Lesne, Jean-Philippe
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Kom / Kommission der Europäischen Gemeinschaften
OECD working papers
Statens offentliga utredningar : SOU
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Working papers / OECD, Economics Department
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ECONIS (ZBW)
9
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1
Valuing the right to tax incomes : an options pricing approach
Draaisma, Teun
-
1996
Persistent link: https://www.econbiz.de/10000931831
Saved in:
2
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
3
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
Saved in:
4
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
Saved in:
5
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
6
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
7
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
8
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
9
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
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