Show items per page
Elements: 97
Page 1 on 5
 TitleAuthors / EditorsDate
add to browser selection
Forecast intervals in ARCH exponential smoothing Broze, Laurence; Melard, Guy; Scaillet, Olivier 1994
add to browser selection
Testing for continuous-time models of the short-term interest rate Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel 1995
add to browser selection
Estimation de modèles de la structure par terme des taux d'intérêt Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel 1996
add to browser selection
Compound and exchange options in the affine term structure model Scaillet, Olivier 1996
add to browser selection
Path dependent options on yields in the affine term structure model Leblanc, Boris; Scaillet, Olivier 1998
add to browser selection
Instrumental models and indirect encompassing Dhaene, Geert; Gourieroux, Christian; Scaillet, Olivier 1998
add to browser selection
Quasi indirect inference for diffusion processes Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel 1998
add to browser selection
Bartlett identities tests Chesher, Andrew; Dhaene, Geert; Gourieroux, Christian; Scaillet, Olivier 1999
add to browser selection
Reverse score and likelihood ratio tests Dhaene, Geert; Scaillet, Olivier 1999
add to browser selection
Variance optimal cap pricing models Laurent, Jean Paul; Scaillet, Olivier 1999
add to browser selection
Convergence of discrete time option pricing models under stochastic interest rates Lesne, Jean-Philippe; Prigent, Jean-Luc; Scaillet, Olivier 2000
add to browser selection
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary Leblanc, Barbara; Renault, Olivier; Scaillet, Olivier 2000
add to browser selection
Sensitivity analysis of values at risk Gourieroux, Christian; Laurent, Jean-Paul; Scaillet, Olivier 2000
add to browser selection
A fast subsampling method for nonlinear dynamic models Hong, H.; Scaillet, Olivier; Tamer, E. 2001
add to browser selection
An auto-regressive conditional binomial option pricing model Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier 2001
add to browser selection
An empirical investigation in credit spread indices Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier 2001
add to browser selection
Nonparametric tests for positive quadrant dependence Denuit, Michel; Scaillet, Olivier 2002
add to browser selection
Weak Convergence of Hedging Strategies of Contingent Claims Prigent, Jean-Luc; Scaillet, Olivier 2002
add to browser selection
Mortality risk and real optimal asset allocation for pension funds Menoncin, Francesco; Scaillet, Olivier 2003
add to browser selection
A simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics Medvedev, Alexey; Scaillet, Olivier 2003
<< previous | 1 | 2 | 3 | 4 | 5 |