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~institution:"Chambre de commerce et d'industrie de Paris"
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Option pricing theory
10
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10
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9
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9
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3
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3
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6
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English
16
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Crouhy, Michel
5
Rockinger, Michael
4
Bensoussan, Alain
3
Chesney, Marc
3
Dumas, Bernard
3
Galai, Dan
3
Solnik, Bruno
3
Jennergren, Lars Peter
2
Näslund, Bertil
2
Boucrelle, Cyril
1
Collin-Dufresne, Pierre
1
Fleming, Jeff
1
Gibson, Rajna
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Le Fur, Yann
1
Lefoll, Jean
1
Longin, François M.
1
Urga, Giovanni
1
Whaley, Robert E.
1
Yor, Marc
1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
643
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
177
C.E.P.R. Discussion Papers
58
Institut für Schweizerisches Bankwesen <Zürich>
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Centre for Analytical Finance <Århus>
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
38
HAL
32
EconWPA
30
International Monetary Fund
27
UNCTAD / Secretariat
27
Université Paris-Dauphine (Paris IX)
27
World Bank
27
Ekonomiska forskningsinstitutet <Stockholm>
23
Agricultural and Applied Economics Association - AAEA
22
OECD
21
UNCTAD
21
Svenska Handelshögskolan <Helsinki>
19
National Centre of Competence in Research North South <Bern>
18
Reserve Bank of Australia
17
CESifo
16
Center for Economic Research <Tilburg>
16
University of Canterbury / Dept. of Economics and Finance
16
Association of European Conjuncture Institutes / Working Group on Commodity Prices
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Federal Reserve Bank of St. Louis
15
Society for Computational Economics - SCE
15
Internationaler Währungsfonds / Research Department
14
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
European Association of Agricultural Economists - EAAE
13
Inter-American Development Bank
13
Weltbank
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Department of Economics and Finance, College of Business and Economics
12
European University Institute / Department of Economics
12
Verlag Dr. Kovač
12
Cowles Foundation for Research in Economics, Yale University
11
Institut für Weltwirtschaft
11
Institute of Economic Research, Kyoto University
11
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Les cahiers de recherche / HEC Paris
16
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ECONIS (ZBW)
16
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1
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
2
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
3
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
4
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
5
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
6
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:
7
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
8
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
9
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
10
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
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