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ECONIS (ZBW)
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OLC EcoSci
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1
Arbitrage-based pricing when
volatility
is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
2
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
3
Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
-
1999
Persistent link: https://www.econbiz.de/10001355592
Saved in:
4
Stochastic
volatility
duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
5
A changing financial environment and the implications for monetary policy
Mylonas, Paul
;
Schich, Sebastian T.
;
Wehinger, Gert
-
2000
Persistent link: https://www.econbiz.de/10013426877
Saved in:
6
A changing financial environment and the implications for monetary policy
Mylonas, Paul
-
2000
Persistent link: https://www.econbiz.de/10013427074
Saved in:
7
The new financial landscape : forces shaping the revolution in banking, risk management and capital markets
Blommestein, Hans J.
-
1995
Persistent link: https://www.econbiz.de/10014272695
Saved in:
8
Taxation of new financial instruments
1994
Persistent link: https://www.econbiz.de/10000423441
Saved in:
9
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
10
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
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