//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Garcia, René"
~person:"Touzi, Nizar"
~subject:"Optionspreistheorie"
~subject:"Price discrimination"
~type_genre:"Amtsdruckschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"pricing"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Price discrimination
Theorie
9
Theory
9
Option pricing theory
7
Black-Scholes model
3
Black-Scholes-Modell
3
Stochastic process
3
Stochastischer Prozess
3
CAPM
2
Estimation theory
2
Schätztheorie
2
Volatility
2
Volatilität
2
Arbitrage
1
Factor analysis
1
Faktorenanalyse
1
Hedging
1
Heteroscedasticity
1
Heteroskedastizität
1
Markov chain
1
Markov-Kette
1
Statistical theory
1
Statistische Methodenlehre
1
Time series analysis
1
Transaction costs
1
Transaktionskosten
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Amtsdruckschrift
Arbeitspapier
12
Working Paper
12
Article in journal
11
Aufsatz in Zeitschrift
11
Graue Literatur
10
Non-commercial literature
10
Government document
7
Aufsatz im Buch
2
Book section
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
7
Author
All
Garcia, René
Touzi, Nizar
Renault, Eric
5
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Draaisma, Teun
2
Gordon, Kathryn M.
2
Gouriéroux, Christian
2
Laurent, Jean-Paul
2
Luger, Richard
2
Renault, Olivier
2
Campenhausen, Claus von
1
Choné, Philippe
1
Clément, Emmanuelle
1
Darolles, Serge
1
Flochel, Laurent
1
Hau, Harald
1
Hoffmann, Peter
1
Koehl, Pierre-François
1
Langfield, Sam
1
Leisen, Dietmar
1
Lesne, Jean-Philippe
1
Monfort, Alain
1
Pastorello, Sergio
1
Perrot, Anne
1
Pham, Huyên
1
Timmer, Yannick
1
Wallace, Rodney B.
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
2
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:
3
Risk aversion, intertemporal substitution, and option
pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
4
Statistical inference for random variance option
pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
5
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:
6
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
7
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->