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~institution:"Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise"
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Scaillet, O.
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Prigent, J.L.
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Battocchio, Paolo
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
Institut für Schweizerisches Bankwesen <Zürich>
26
Swiss Finance Institute
22
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
National Centre of Competence in Research North South <Bern>
11
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
10
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
9
International Center for Financial Asset Management and Engineering
9
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
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3
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
Econometric Society
2
Financial Markets Group
2
Finrisk
2
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Columbia University / Department of Economics
1
Department of Economics, School of Arts and Sciences
1
Geneva School of Economics and Management, Université de Genève
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
International Center for Financial Asset Management and Engineering <Genève>
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National Centre of Competence in ResearchFinancial Valuation and Risk Management
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Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
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Royal Economic Society - RES
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Society for Computational Economics - SCE
1
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
Swiss National Centre of Competence in Research North South <Bern>
1
Université <Genève> / Section des Hautes Etudes Commerciales
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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
Saved in:
2
Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels
Scaillet, O.
-
Théorie Économique, Modélisation, Application …
-
2001
Persistent link: https://www.econbiz.de/10005341625
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
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