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~person:"Touzi, Nizar"
~subject:"Estimation theory"
~subject:"Optionspreistheorie"
~subject:"Price discrimination"
~type_genre:"Amtsdruckschrift"
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Estimation theory
Optionspreistheorie
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Touzi, Nizar
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ECONIS (ZBW)
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1
Statistical inference for random variance option
pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
2
Option
pricing
under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
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3
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
4
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
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