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A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris; Renault, Olivier; Scaillet, Olivier - In: Finance and stochastics 4 (2000) 1, pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
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Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe; Prigent, Jean-Luc; Scaillet, Olivier - In: Finance and stochastics 4 (2000) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
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Path dependent options on yields in the affine term structure model
Leblanc, Boris - In: Finance and stochastics 2 (1998) 4, pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
Cover Image
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, B.; Renault, O.; Scaillet, O. - In: Finance and stochastics 4 (2000) 1, pp. 109
Persistent link: https://www.econbiz.de/10008217586
Cover Image
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J.-P.; Prigent, J.-L.; Scaillet, O. - In: Finance and stochastics 4 (2000) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10008217589
Cover Image
Path dependent options on yields in the affine term structure modely
Leblanc, Boris; Scaillet, Olivier - In: Finance and stochastics 2 (1998) 4, pp. 349-368
Persistent link: https://www.econbiz.de/10008218799
Cover Image
Path dependent options on yields in the affine term structure modely
Leblanc, Boris; Scaillet, Olivier - In: Finance and stochastics 2 (1998) 4, pp. 349-368
Persistent link: https://www.econbiz.de/10008218804