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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
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Continuous time equilibrium pricing of nonredundant assets
Jouini, Elyès; Napp, Clotilde - 1998
Persistent link: https://www.econbiz.de/10000993546
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000975624
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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
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Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - 1997
Persistent link: https://www.econbiz.de/10000980446
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Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - 1997
Persistent link: https://www.econbiz.de/10000980452
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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
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Modeling spot markets for electricity and pricing electricity derivatives
Ning, Yumei - 2001
Persistent link: https://www.econbiz.de/10001697067
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Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von - 1996
Persistent link: https://www.econbiz.de/10000934033
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American options exercise boundary when the volatility changes randomly
Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924111