Arbitrage spéculatif optimal : une simulation sur le marché obligataire

D. Besancenot

Journal de la société française de statistique (1993)

  • Volume: 134, Issue: 4, page 25-53
  • ISSN: 1962-5197

How to cite

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Besancenot, D.. "Arbitrage spéculatif optimal : une simulation sur le marché obligataire." Journal de la société française de statistique 134.4 (1993): 25-53. <http://eudml.org/doc/199663>.

@article{Besancenot1993,
author = {Besancenot, D.},
journal = {Journal de la société française de statistique},
language = {fre},
number = {4},
pages = {25-53},
publisher = {Société de statistique de Paris},
title = {Arbitrage spéculatif optimal : une simulation sur le marché obligataire},
url = {http://eudml.org/doc/199663},
volume = {134},
year = {1993},
}

TY - JOUR
AU - Besancenot, D.
TI - Arbitrage spéculatif optimal : une simulation sur le marché obligataire
JO - Journal de la société française de statistique
PY - 1993
PB - Société de statistique de Paris
VL - 134
IS - 4
SP - 25
EP - 53
LA - fre
UR - http://eudml.org/doc/199663
ER -

References

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  1. BOSQ D. & LECOUTRE J.-P. (1987) Théorie de l'estimation fonctionnelle, Economica. 
  2. HEY J. (1979) Uncertainty in Microeconomics, Martin Robertson. 
  3. LEROY S. (1989) " Efficient Capital Market and Martingales", Journal of Economic Literature, 1583-1621. 
  4. LIPPMAN S. & McCALL J. (1976) " The Economics of Job Search : A Survey. Part 1 : Optimal Job Search Policies", Economic Inquiry, 347-368. 
  5. LlTZENBERGER R. & ROLFO J. (1984) " Arbitrage Pricing, Transaction Costs and Taxation of Capital Gains", Journal of Financial Economics, 23-44. 
  6. McKENNA C. (1986) Uncertainty and the Labour Market, Harvester Press. 
  7. McCULLOCH J. (1975) " The Tax Ajusted Yield Curve", Journal of Finance, 811-830. 
  8. PlNDYCK R. & RUBINFELD D. (1981) Econometric Models and Economic Forecasts, MacGraw Hill. 
  9. VARIAN H. (1987) " The Arbitrage Principle in Financial Economics", Journal of Economic Perspectives, 55-72. 
  10. WILLIAMS J. (1938) The Theory of Investment Value, Cambridge, Harvard University Press. 

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