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ECONIS (ZBW)
1,208
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1
Arbitrage pricing of derivatives with bounds on the underlying securities
Jouini, Elyès
;
Kallal, Hédi D.
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993505
Saved in:
2
Continuous time equilibrium pricing of nonredundant assets
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993546
Saved in:
3
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
4
Une approche unifiée pour une forme exacte du prix d'une option dans les différents modèles à volatilité stochastique
Leblanc, Boris
-
1995
Persistent link: https://www.econbiz.de/10000908668
Saved in:
5
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980446
Saved in:
6
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
7
Trading patterns, time deformation and stochastic
volatility
in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
8
Modeling spot markets for electricity and pricing electricity derivatives
Ning, Yumei
-
2001
Persistent link: https://www.econbiz.de/10001697067
Saved in:
9
Optionsbewertung bei stochastischer Volatilität :
Theorie
und Empirie
Campenhausen, Claus von
-
1996
Persistent link: https://www.econbiz.de/10000934033
Saved in:
10
American options exercise boundary when the
volatility
changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
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