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An autoregressive conditional...
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Scaillet, Olivier
323
Prigent, Jean-Luc
162
Scaillet, O.
87
Renault, Olivier
54
Bertrand, Philippe
35
Gagliardini, Patrick
32
SCAILLET, Olivier
29
Menoncin, Francesco
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Camponovo, Lorenzo
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Medvedev, Alexey
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Denuit, Michel
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Topaloglou, Nikolas
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Bajgrowicz, Pierre
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Cosma, Antonio
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Dhaene, Geert
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Prigent, J.-L.
11
Zakoïan, Jean-Michel
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Battocchio, Paolo
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Cheng, Peng
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Galluccio, Stefano
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Ossola, Elisa
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Wermers, Russ
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Gourieroux, C.
9
Hagmann, Matthias
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Hamidi, Benjamin
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Leblanc, Boris
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Renault, O.
9
Ericsson, Jan
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Laurent, Jean-Paul
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7
Gourieroux, Christian
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
29
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26
Working Paper
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FAME Research Paper Series
24
FAME research paper series
18
Swiss Finance Institute Research Paper Series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Journal of econometrics
16
Finance : revue de l'Association Française de Finance
14
International journal of business
13
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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ECONIS (ZBW)
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RePEc
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Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
2
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
3
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
4
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001604303
Saved in:
5
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
7
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001572485
Saved in:
8
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533313
Saved in:
9
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
Saved in:
10
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
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