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Finance and stochastics
Research paper series / Swiss Finance Institute
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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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2
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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3
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
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4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
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