//--> //--> //--> //-->
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
~subject:"Option pricing theory"
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: person:"Gouriéroux, C."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
214
Theory
214
Estimation theory
92
Schätztheorie
92
Time series analysis
43
Zeitreihenanalyse
43
Portfolio selection
34
Portfolio-Management
34
Credit risk
33
Kreditrisiko
33
Yield curve
30
Zinsstruktur
30
CAPM
27
Derivat
27
Derivative
27
Ökonometrie
22
Econometrics
21
Estimation
20
Schätzung
20
France
19
Frankreich
19
Risikoprämie
19
Risk premium
19
Volatility
19
Volatilität
19
Risikomaß
17
Risk measure
17
Statistical theory
17
Statistische Methodenlehre
17
Shock
16
Schock
15
ECONOMETRICS
14
Method of moments
14
Momentenmethode
14
Optionspreistheorie
14
Stochastic process
14
Stochastischer Prozess
14
economic models
14
Risikomanagement
13
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
8
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Amtsdruckschrift
2
Government document
2
more ...
less ...
Language
All
English
14
Author
All
Gouriéroux, Christian
14
Monfort, Alain
8
Clément, Emmanuelle
3
Lu, Yang
2
Gagliardini, Patrick
1
Laurent, Jean-Paul
1
Pham, Huyên
1
Renault, Eric
1
Sufana, Razvan
1
Touzi, Nizar
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Série des documents de travail
1
The journal of credit risk : published quarterly by Incisive Media
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
3
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:
4
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
5
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:
6
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
7
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:
8
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
9
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003510977
Saved in:
10
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->