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ECONIS (ZBW)
56
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1
Stochastic model development and price volatility analysis
Taya, Shinichi
-
2012
production in different countries is deemed as one of the factors of the price spike in 2007/08, the contribution of
correlation
… of yield shocks to price volatility is measured. This paper shows that
correlation
effects account for a significant …
Persistent link: https://www.econbiz.de/10009683293
Saved in:
2
Adaptative estimation of the spectrum of a stationary Gaussian sequence
Comte, Fabienne
-
1999
Persistent link: https://www.econbiz.de/10009758933
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3
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
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4
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
Saved in:
5
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
6
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
7
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
8
Integrierte Analyse der Einkommens- und Vermögensverteilung : Abschlussbericht zur Studie ; [Forschungsprojekt]
Grabka, Markus M.
(
contributor
)
-
2008
-
Stand: August 2008
Persistent link: https://www.econbiz.de/10003777789
Saved in:
9
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
10
Large and moderate deviations principles for infinite dimensional autoregressive processes
Mas, André
;
Menneteau, Ludovic
-
2001
Persistent link: https://www.econbiz.de/10001577502
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