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Option pricing theory
Theorie
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107
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51
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Gouriéroux, Christian
14
Monfort, Alain
10
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3
Lu, Yang
2
Féron, Olivier
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Gagliardini, Patrick
1
Idier, Julien
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ECONIS (ZBW)
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Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
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2
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003510977
Saved in:
3
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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4
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
Saved in:
5
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
6
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
7
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
8
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
9
Taking into account extreme events in European option pricing
Idier, Julien
;
Jardet, Caroline
;
LeFol, Gaëlle
; …
- In:
Financial stability review : FSR
12
(
2008
),
pp. 39-51
Persistent link: https://www.econbiz.de/10003772089
Saved in:
10
Joint econometric modeling of spot electricity prices, forwards and options
Monfort, Alain
;
Féron, Olivier
- In:
Review of derivatives research
15
(
2012
)
3
,
pp. 217-256
Persistent link: https://www.econbiz.de/10009709687
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