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Robust GMM analysis of models for the short rate process
Dell'Aquila, Rosario; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of empirical finance 10 (2003) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10001752109
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Robust GMM analysis of models for the short rate process
Dell'Aquila, Rosario; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of empirical finance 10 (2003) 3, pp. 373
Persistent link: https://www.econbiz.de/10007233229
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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
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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
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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
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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