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Convergence of discrete time options pricing models under stochastic
Lesne, J. P.; Prigent, J. L.; Scaillet, O. - Théorie Économique, Modélisation, Application … - 1997
Persistent link: https://www.econbiz.de/10005523782
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Sensitivity analysis of values at risk
Gourieroux, C.; Laurent, J.P.; Scaillet, O. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005341588
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Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels
Scaillet, O. - Théorie Économique, Modélisation, Application … - 2001
Persistent link: https://www.econbiz.de/10005341625
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An Empirical Estimation in Credit Spread Indices
Prigent, J.L.; Renault, O.; Scaillet, O. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005695697
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Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, J.L.; Scaillet, O. - Théorie Économique, Modélisation, Application … - 2000
Persistent link: https://www.econbiz.de/10005695764
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Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo; Menoncin, Francesco; Scaillet, Olivier - Théorie Économique, Modélisation, Application … - 2003
Persistent link: https://www.econbiz.de/10005328350