Narrow search
Showing 1 - 10 of 351
Cover Image
Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
Cover Image
Asymmetic smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549285
Cover Image
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549287
Cover Image
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548990
Cover Image
Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10009758936
Cover Image
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10009758937
Cover Image
Valuing the right to tax incomes : an options pricing approach
Draaisma, Teun - 1996
Persistent link: https://www.econbiz.de/10000931831
Cover Image
Valuing the right to tax incomes : an options pricing approach
Draaisma, Teun - 1996
Persistent link: https://www.econbiz.de/10013426815
Cover Image
Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH (1)
Mas, André - 1999
Persistent link: https://www.econbiz.de/10001380387
Cover Image
Orthogonal and pseudo-orthogonal multidimensional appell polynomials
Pommeret, Denys - 1999
Persistent link: https://www.econbiz.de/10001421270