//--> //--> //--> //-->
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
~person:"Renault, Eric"
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
Pricing Without Martingale Mea...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
36
Theory
36
CAPM
30
Option pricing theory
18
Optionspreistheorie
18
Stochastic process
11
Stochastischer Prozess
11
Volatility
10
Volatilität
10
Estimation theory
9
Method of moments
9
Momentenmethode
9
Risikoprämie
9
Risk premium
9
Schätztheorie
9
Black-Scholes model
6
Black-Scholes-Modell
6
Derivat
6
Derivative
6
Risikoaversion
4
Risk aversion
4
Börsenkurs
3
Discounting
3
Diskontierung
3
Hedging
3
Heteroscedasticity
3
Heteroskedastizität
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
Asset pricing
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Modellierung
2
Penalization
2
Portfolio selection
2
Portfolio-Management
2
Scientific modelling
2
more ...
less ...
Online availability
All
Undetermined
9
Free
6
Type of publication
All
Article
24
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
20
Working Paper
20
Graue Literatur
18
Non-commercial literature
18
Amtsdruckschrift
6
Government document
6
Aufsatz im Buch
3
Book section
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
46
Author
All
Renault, Eric
Fabozzi, Frank J.
122
Madan, Dilip B.
122
Chiarella, Carl
88
Jarrow, Robert A.
88
Zaremba, Adam
84
Zhang, Lu
79
Härdle, Wolfgang
76
Cui, Zhenyu
74
Campbell, John Y.
71
Schoutens, Wim
69
Joshi, Mark S.
67
Carr, Peter
66
Hens, Thorsten
66
Jacobs, Kris
66
Ferson, Wayne E.
64
Platen, Eckhard
63
Takahashi, Akihiko
62
Elliott, Robert J.
59
Bekaert, Geert
58
Harvey, Campbell R.
58
Jagannathan, Ravi
57
Lee, Cheng F.
57
Hansen, Lars Peter
56
Stambaugh, Robert F.
56
Dumas, Bernard
55
Prokopczuk, Marcel
55
Cakici, Nusret
54
Cochrane, John H.
54
Stentoft, Lars
54
Zhou, Guofu
51
Bali, Turan G.
49
Hull, John
49
Robotti, Cesare
49
Schweizer, Martin
49
Kelly, Bryan T.
48
Engle, Robert F.
47
Kan, Raymond
46
Lo, Andrew W.
45
Faff, Robert W.
44
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Journal of financial econometrics
6
Journal of econometrics
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annals of finance
1
CEA_372Cass working paper series
1
CORE discussion paper : DP
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Document / DELTA
1
Documents de travail / THEMA
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finance research letters
1
Journal of economic theory
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The Canadian journal of economics
1
The econometrics journal
1
The review of financial studies
1
Tools and techniques
1
Working paper / Bank of Canada
1
Working paper series / Emory University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
Saved in:
2
Econometric models of option pricing errors
Renault, Eric
-
1997
Persistent link: https://www.econbiz.de/10001328730
Saved in:
3
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
4
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
5
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
Saved in:
6
Viewpoint: option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10002654852
Saved in:
7
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
8
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614493
Saved in:
9
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
10
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->