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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
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Estimation de modèles de la structure par terme des taux d'intérêt
Broze, Laurence - In: Revue économique : revue bimestrielle 47 (1996) 3, pp. 511-519
Persistent link: https://www.econbiz.de/10001334262
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Variance optimal cap pricing models
Laurent, Jean-Paul; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10001379916
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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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Options on forward and futures contracts in the affine term structure model
Leblanc, Boris - In: Advances in futures and options research : a research annual 8 (1995), pp. 241-261
Persistent link: https://www.econbiz.de/10001211281
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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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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
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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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Unemployment insurance and mortgages
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000888455