Publications des institutions partenaires
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A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Institution partenaire
English / 01/01/2000
A note on the informational content of option prices
Institution partenaire
English / 01/01/2000
An empirical investigation of concentration, country segmentation and industry specialization in the European audit market
Institution partenaire
English / 01/01/1999
Path dependent options on yields in the affine term structure model
Institution partenaire
English / 01/01/1998
Forecast intervals in ARCH exponential smoothing
Institution partenaire
English / 01/01/1994
Full information estimations of a system of simultaneous equations with error component structure
In this paper we develop full information methods for estimating the parameters of a system of simultaneous equations with error component struc-ture and establish relationships between the various structural estimat
Institution partenaire
English / 01/01/1987
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