Narrow search
Showing 1 - 5 of 5
Cover Image
Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Journal of empirical finance 11 (2004) 1, pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Cover Image
Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Cover Image
Testing for continuous-time models of the short-term interest rate
Broze, Laurence - In: Journal of empirical finance 2 (1995) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Cover Image
Sensitivity analysis of Values at Risk
Gourieroux, C.; Laurent, J.P.; Scaillet, O. - In: Journal of empirical finance 7 (2000) 3, pp. 225-246
Persistent link: https://www.econbiz.de/10007241092
Cover Image
Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Journal of empirical finance 11 (2004) 1, pp. 133
Persistent link: https://www.econbiz.de/10007231009