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~subject:"Option pricing theory"
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Option pricing theory
Theorie
87
Theory
85
Estimation theory
52
Schätztheorie
52
CAPM
30
Volatility
28
Volatilität
28
Method of moments
27
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27
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21
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21
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20
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20
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20
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20
Optionspreistheorie
18
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14
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14
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13
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10
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10
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8
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7
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English
18
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Renault, Eric
18
Garcia, René
10
Luger, Richard
7
Touzi, Nizar
5
Ghysels, Eric
2
Pastorello, Sergio
2
Comte, Fabienne
1
Coutin, Laure
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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The Canadian journal of economics
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ECONIS (ZBW)
18
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1
Econometric models of option pricing errors
Renault, Eric
-
1997
Persistent link: https://www.econbiz.de/10001328730
Saved in:
2
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:
3
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
4
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:
5
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:
6
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
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
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