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 TitleAuthors / EditorsDate
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Indirect robust estimation of the short-term interest rate process Czellar, Veronika; Karolyi, G. Andrew; Ronchetti, Elvezio 2007
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Option pricing with discrete rebalancing Scaillet, Olivier; Prigent, Jean-Luc; Renault, Olivier 2004
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Robust GMM analysis of models for the short rate process Dell'Aquila, Rosario; Ronchetti, Elvezio; Trojani, Fabio 2003
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Sensitivity analysis of values at risk Gourieroux, Christian; Laurent, Jean-Paul; Scaillet, Olivier 2000
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Testing for continuous-time models of the short-term interest rate Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel 1995