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Browsing by Author « Torrès, Olivier »
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| American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation | | Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier | | Issue Date : 1996-10 |
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| Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes | | Dufour, Jean-Marie; Torrès, Olivier | | Issue Date : 2000-05 |
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| Nonparametric Estimation of American Options Exercise Boundaries and Call Prices | | Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier | | Issue Date : 1996-09 |
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| Nonparametric Methods and Option Pricing | | Ghysels, Eric; Patilea, Valentin; Renault, Éric; Torrès, Olivier | | Issue Date : 1997-04 |
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Showing results 1 to 4 of 4
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