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~person:"Monfort, Alain"
~subject:"Derivat"
~subject:"Finanzdienstleistung"
~type:"article"
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Derivat
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Option pricing theory
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Monfort, Alain
Wang, Xingchun
15
Benth, Fred Espen
13
Fabozzi, Frank J.
12
Escobar, Marcos
9
Carr, Peter
8
Chiarella, Carl
8
Madan, Dilip B.
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Lin, Shih-kuei
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Tunaru, Radu
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Journal of econometrics
3
Review of derivatives research
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
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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:
2
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:
3
Joint econometric modeling of spot electricity prices, forwards and options
Monfort, Alain
;
Féron, Olivier
- In:
Review of derivatives research
15
(
2012
)
3
,
pp. 217-256
Persistent link: https://www.econbiz.de/10009709687
Saved in:
4
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
5
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
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