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~institution:"Chambre de commerce et d'industrie de Paris"
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Option pricing theory
10
Optionspreistheorie
10
Theorie
6
Theory
6
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3
General equilibrium
3
Volatility
3
Volatilität
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Portfolio-Management
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Share price
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Staatspapier
1
Swap
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Wechselkurspolitik
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12
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4
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English
13
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Dumas, Bernard
4
Chesney, Marc
3
Bensoussan, Alain
2
Crouhy, Michel
2
Galai, Dan
2
Henrotte, Philippe
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Collin-Dufresne, Pierre
1
Fleming, Jeff
1
Gibson, Rajna
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Lefoll, Jean
1
Rockinger, Michael
1
Solnik, Bruno
1
Whaley, Robert E.
1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
377
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
126
C.E.P.R. Discussion Papers
33
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
31
Springer Fachmedien Wiesbaden
31
Tilburg University, Center for Economic Research
27
CESifo
25
International Monetary Fund (IMF)
25
Centre for Analytical Finance <Århus>
24
EconWPA
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
HAL
22
World Bank
20
Institut für Weltwirtschaft
19
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Centre of Policy Studies
17
Center for Economic Research <Tilburg>
15
Cowles Foundation for Research in Economics, Yale University
15
Institut für Schweizerisches Bankwesen <Zürich>
14
Ekonomiska forskningsinstitutet <Stockholm>
13
Faculdade de Economia, Universidade do Porto
13
Kiel Institute for the World Economy
13
Verlag Dr. Kovač
13
University of Strathclyde / Department of Economics
12
Økonomisk Institut, Københavns Universitet
11
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
10
Forschungsinstitut zur Zukunft der Arbeit
10
London School of Economics (LSE)
10
Svenska Handelshögskolan <Helsinki>
10
Brown University / Department of Economics
9
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
9
Centro de Desenvolvimento e Planejamento Regional (Cedeplar), Universidade Federal de Minas Gerais
9
Deutsche Forschungsgemeinschaft
9
Edward Elgar Publishing
9
International Monetary Fund
9
Society for Computational Economics - SCE
9
University of Bonn, Germany
9
Université Paris-Dauphine (Paris IX)
9
Wisconsin Madison - Social Systems
9
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Les cahiers de recherche / HEC Paris
12
Les cahiers de recherche / Ecole des hautes études commerciales / Groupe HEC
1
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ECONIS (ZBW)
13
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1
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:
2
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:
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
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
5
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
6
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:
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
Saved in:
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