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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10009758936
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An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10009758937
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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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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548982
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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
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Asymmetic smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549285
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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
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American options exercise boundary when the volatility changes randomly
Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924111
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Valuing the right to tax incomes : an options pricing approach
Draaisma, Teun - 1996
Persistent link: https://www.econbiz.de/10000931831