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Optionspreistheorie
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Laurent, Jean-Paul
6
Leisen, Dietmar
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Darolles, Serge
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Pham, Huyên
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Approximating payoffs and pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1721-1746
Persistent link: https://www.econbiz.de/10001508770
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2
Mean-variance hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950071
Saved in:
3
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
Saved in:
4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
5
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
6
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10004551399
Saved in:
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