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~person:"Prigent, Jean-Luc"
~subject:"Estimation theory"
~subject:"Kapitalmarkttheorie"
~subject:"Martingal"
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Search: subject_exact:"Semimartingale"
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Estimation theory
Kapitalmarkttheorie
Martingal
Martingale
9
Option pricing theory
8
Optionspreistheorie
8
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8
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8
Incomplete market
7
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Prigent, Jean-Luc
Schweizer, Martin
25
Jacod, Jean
18
Podolskij, Mark
18
Phillips, Peter C. B.
16
Platen, Eckhard
16
Jarrow, Robert A.
14
Kardaras, Constantinos
14
Barndorff-Nielsen, Ole E.
13
Jeanblanc, Monique
13
Li, Jia
12
Todorov, Viktor
11
Bayraktar, Erhan
10
Choulli, Tahir
10
Hulley, Hardy
10
Linton, Oliver
9
Shephard, Neil G.
9
Biagini, Francesca
8
Cassese, Gianluca
8
Fontana, Claudio
8
Frittelli, Marco
8
Hobson, David G.
8
Kabanov, Jurij M.
8
Nutz, Marcel
8
Scaillet, Olivier
8
Tauchen, George Eugene
8
Bollerslev, Tim
7
Kallsen, Jan
7
Protter, Philip E.
7
Renault, Olivier
7
Schachermayer, Walter
7
Siu, Tak Kuen
7
Vetter, Mathias
7
Arai, Takuji
6
Clark, Todd E.
6
Elliott, Robert J.
6
Graversen, Svend Erik
6
Henry-Labordere, Pierre
6
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6
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
2
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
3
Weak convergence of financial markets
Prigent, Jean-Luc
-
2003
Persistent link: https://www.econbiz.de/10001704709
Saved in:
4
Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655839
Saved in:
5
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
6
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
7
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
8
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
9
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
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