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Search: person:"Laurent, J.-P."
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Arbeitspapier
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Laurent, Jean-Paul
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Gouriéroux, Christian
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Scaillet, Olivier
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Leisen, Dietmar
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Darolles, Serge
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Frachot, Antoine
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Pham, Huyên
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3
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ECONIS (ZBW)
9
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1
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
2
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
3
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001379916
Saved in:
4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
5
Distributions implicites anormales des taux de change
Frachot, Antoine
;
Laurent, Jean-Paul
;
Pichot, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001380665
Saved in:
6
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
7
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
Saved in:
8
Estimation of a dynamic hedge
Gouriéroux, Christian
;
Laurent, Jean-Paul
-
1996
Persistent link: https://www.econbiz.de/10000950710
Saved in:
9
Quadratic hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
Saved in:
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