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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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Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370412
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Nonparametric tests for positive quadrant dependence
Denuit, Michel (contributor); Scaillet, Olivier (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701362
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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001707061
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Nonparametric specification analysis of dynamic parametric models
Henry, Marc (contributor); Scaillet, Olivier (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655535
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Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001655789
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Testing for concordance ordering
Cebrián, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001655832
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Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001655839
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Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661020
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A fast subsampling method for nonlinear dynamic models
Hong, Han (contributor); Scaillet, Olivier (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507