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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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Chesney, Marc
3
Dumas, Bernard
3
Bensoussan, Alain
2
Crouhy, Michel
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Galai, Dan
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Jennergren, Lars Peter
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Näslund, Bertil
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Collin-Dufresne, Pierre
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Fleming, Jeff
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Jondeau, Eric
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Lefoll, Jean
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
115
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
52
Agricultural and Applied Economics Association - AAEA
34
Centre for Analytical Finance <Århus>
34
International Monetary Fund (IMF)
34
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
Fondazione ENI Enrico Mattei (FEEM)
22
EconWPA
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Schweizerisches Bankwesen <Zürich>
20
CESifo
19
HAL
19
European Association of Agricultural Economists - EAAE
17
Center for Economic Research <Tilburg>
16
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
15
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
14
Nationalekonomiska Institutionen, Ekonomihögskolan
13
C.E.P.R. Discussion Papers
11
Department of Economics Studies, University of Dundee
11
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
11
Svenska Handelshögskolan <Helsinki>
11
Tinbergen Instituut
11
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
9
Queen Mary College / Department of Economics
9
Scottish Institute for Research in Economics (SIRE)
9
Université Paris-Dauphine (Paris IX)
9
Australian Agricultural and Resource Economics Society - AARES
8
Department of Economics, University of Victoria
8
Finance Discipline Group, Business School
8
Nationalekonomiska Institutionen <Lund>
8
Tinbergen Institute
8
Department of Economics, Boston University
7
International Association of Agricultural Economists - IAAE
7
Rimini Centre for Economic Analysis (RCEA)
7
Department of Economics and Related Studies, University of York
6
Deutsche Bundesbank
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Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
6
Faculdade de Economia, Universidade do Porto
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Les cahiers de recherche / HEC Paris
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ECONIS (ZBW)
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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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