Scaillet, Olivier
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- Contributor of31
- Estimation of the term structure from bond data
- Convergence of discrete time option pricing models under stochastic interest rates
- Option pricing with discrete rebalancing
- Path dependent options on yields in the affine term structure model
- An empirical investigation in credit spread indices
- An autoregressive conditional binomial option pricing model
- Quasi indirect inference for diffusion processes
- Testing for continuous-time models of the short term interest rate
- Sensitivity analysis of values at risk
- Sensitivity analysis of value at risk
- Reversed score and likelihood ratio tests
- Unemployment insurance and mortgages
- Convergence of discrete time option pricing models under stochastic interest rates
- Multiregime term structure models
- A fast subsampling method for nonlinear dynamic models
- A new index of Belgian shares
- Testing for continuous-time models of the short-term interest rate
- Forecast intervals in ARCH exponential smoothing
- Bartlett identities tests
- An autoregressive conditional binomial option pricing model
- Variance optimal cap pricing models
- Bartlett identities tests
- Option pricing with discrete rebalancing
- Bartlett identities tests
- Quasi indirect inference for diffusion processes
- Multiregime term structure models
- Non-nested hypotheses and instrumental models
- An empirical investigation in credit spread indices
- Forecast intervals in ARCH exponential smoothing
- Reversed score and likelihood ratio tests
- An empirical investigation in credit spread indices
- Creator of1