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Robust Subsampling
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322
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229
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66
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48
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37
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36
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29
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28
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26
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26
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24
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20
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19
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19
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17
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16
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15
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14
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13
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10
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531
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models
Guay, Alain
;
Scaillet, Olivier
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 122-132
Persistent link: https://www.econbiz.de/10008215777
Saved in:
532
Path dependent options on yields in the affine term structure modely
Leblanc, Boris
;
Scaillet, Olivier
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-368
Persistent link: https://www.econbiz.de/10008218799
Saved in:
533
Path dependent options on yields in the affine term structure modely
Leblanc, Boris
;
Scaillet, Olivier
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-368
Persistent link: https://www.econbiz.de/10008218804
Saved in:
534
LINEAR-QUADRATIC JUMP-DIFFUSION MODELING
Cheng, Peng
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10008221610
Saved in:
535
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2007
Persistent link: https://www.econbiz.de/10008221998
Saved in:
536
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-460
Persistent link: https://www.econbiz.de/10007613079
Saved in:
537
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1533-1563
Persistent link: https://www.econbiz.de/10009997692
Saved in:
538
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2013
)
2
,
pp. 427-426
Persistent link: https://www.econbiz.de/10010113691
Saved in:
539
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/10009918831
Saved in:
540
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/10009918842
Saved in:
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