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~institution:"Chambre de commerce et d'industrie de Paris"
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Option pricing theory
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Chesney, Marc
7
Gibson, Rajna
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Barone-Adesi, Giovanni
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Chambre de commerce et d'industrie de Paris
Grantham Research Institute on Climate Change and the Environment, London School of Economics (LSE)
7
Institut für Schweizerisches Bankwesen <Zürich>
7
London School of Economics (LSE)
7
Geneva School of Economics and Management, Université de Genève
4
Center for Energy and Environmental Policy Research (CEEPR), Sloan School of Management
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Economics Research, World Bank Group
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HEC Paris (École des Hautes Études Commerciales)
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Siirtymätalouksien tutkimuslaitos, Suomen Pankki
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Les cahiers de recherche / HEC Paris
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ECONIS (ZBW)
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American path-dependent options
Chesney, Marc
;
Barone-Adesi, Giovanni
-
1993
Persistent link: https://www.econbiz.de/10000882096
Saved in:
2
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
(
contributor
)
-
1993
Persistent link: https://www.econbiz.de/10000875177
Saved in:
3
Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc
;
Lefoll, Jean
-
1996
Persistent link: https://www.econbiz.de/10000952941
Saved in:
4
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
5
Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc
;
Gibson, Rajna
;
Loubergé, Henri
-
1996
Persistent link: https://www.econbiz.de/10000938031
Saved in:
6
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
7
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
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