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Publications by Olivier Scaillet

Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics

English

Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs

Journal of Financial Economics

English

Path Dependent Options on Yields in the Affine Term Structure Model

Finance and Stochastics

English

Option Pricing With Discrete Rebalancing

Journal of Empirical Finance

English

Estimation De Modèles De La Structure Par Terme Des Taux D'intérêt.

Revue Economique

English

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