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An empirical investigation in credit spread indices
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2000
Persistent link: https://www.econbiz.de/10001533313
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An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2000
Persistent link: https://www.econbiz.de/10001533318
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Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
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A new index of Belgian shares
Anderson, Ronald W. - In: Revue de la banque 62 (1998) 3, pp. 126-130
Persistent link: https://www.econbiz.de/10001238159
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Instrumental models and indirect encompassing
Dhaene, Geert - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
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Quasi-indirect inference for diffusion processes
Broze, Laurence - In: Econometric theory 14 (1998) 2, pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - In: Journal of empirical finance 2 (1995) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
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Path dependent options on yields in the affine term structure model
Leblanc, Boris - In: Finance and stochastics 2 (1998) 4, pp. 349-367
Persistent link: https://www.econbiz.de/10001246924