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Compound and exchange options in the affine term structure model
Scaillet, Olivier - In: Applied mathematical finance 3 (1996) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
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Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700034
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Nonparametric estimation and sensitivity analysis of expected shortfall
Scaillet, Olivier - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 115-129
Persistent link: https://www.econbiz.de/10001917791
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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Unemployment insurance and mortgages
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000888455
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000893310
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Linear-quadratic jump-diffusion modeling
Cheng, Peng (contributor); Scaillet, Olivier (contributor) - 2006
Persistent link: https://www.econbiz.de/10003354343
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A fast subsampling method for nonlinear dynamic models
Hong, Han; Scaillet, Olivier - In: Journal of econometrics 133 (2006) 2, pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
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A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick; Scaillet, Olivier - 2007
Persistent link: https://www.econbiz.de/10003936086
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Nonparametric instrumental variable estimation of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2009 - 31. Aug. 2009
Persistent link: https://www.econbiz.de/10003936749