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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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English
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Chesney, Marc
3
Dumas, Bernard
3
Bensoussan, Alain
2
Crouhy, Michel
2
Galai, Dan
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Alexandre, Xavier
1
Collin-Dufresne, Pierre
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Fleming, Jeff
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
696
International Monetary Fund (IMF)
428
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
124
International Monetary Fund
67
Institut für Schweizerisches Bankwesen <Zürich>
44
Centre for Analytical Finance <Århus>
41
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Ekonomiska forskningsinstitutet <Stockholm>
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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22
C.E.P.R. Discussion Papers
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EconWPA
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Graduate School of Business, Columbia University
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18
Banca d'Italia
16
European Central Bank
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Banque de France
15
Institute for International Economic Studies (IIES), Stockholms Universitet
15
HAL
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Center for Economic Research <Tilburg>
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Department of Economics, University of Washington
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Harvard Institute of Economic Research (HIER), Department of Economics
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Institut für Weltwirtschaft
12
Springer Fachmedien Wiesbaden
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eSocialSciences
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11
Center for Financial Studies
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Département de Sciences Économiques, Université de Montréal
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11
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11
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10
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Les cahiers de recherche / HEC Paris
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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:
5
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
6
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
7
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
8
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
9
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:
10
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
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