//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimation de modèles de la st...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Interest rate
1
Interest rate derivative
1
Option trading
1
Optionsgeschäft
1
Volatility
1
Volatilität
1
Yield curve
1
Zins
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
2
Author
All
Scaillet, Olivier
5
Leblanc, Boris
4
Lesne, Jean-Philippe
1
Prigent, Jean-Luc
1
Renault, Olivier
1
Published in...
All
Finance and stochastics
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Research paper series / Swiss Finance Institute
38
Journal of econometrics
31
Swiss Finance Institute Research Paper
27
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
25
Working Paper
23
FAME Research Paper Series
21
Econometric theory
18
ULB Institutional Repository
18
FAME research paper series
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
Swiss Finance Institute Research Paper Series
15
CORE Discussion Papers RP
12
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
11
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
10
CORE discussion paper : DP
8
Journal of Econometrics
8
CORE Discussion Papers
7
Discussion paper
7
Econometric Theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Arbeitspapiere
5
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
5
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Documents de travail / THEMA
4
Economics Papers from University Paris Dauphine
4
FINRISK Working Paper Series
4
Finance : revue de l'Association Française de Finance
4
Journal of Business & Economic Statistics
4
Journal of banking & finance
4
Journal of empirical finance
4
Journal of financial economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper / International Center for Financial Asset Management and Engineering
4
Annals of economics and statistics
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
OLC EcoSci
2
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
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
Saved in:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->