Risque de modèle de volatilité

Ali Alami; Éric Renault

Journal de la société française de statistique (2000)

  • Volume: 141, Issue: 1-2, page 103-136
  • ISSN: 1962-5197

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Alami, Ali, and Renault, Éric. "Risque de modèle de volatilité." Journal de la société française de statistique 141.1-2 (2000): 103-136. <http://eudml.org/doc/199805>.

@article{Alami2000,
author = {Alami, Ali, Renault, Éric},
journal = {Journal de la société française de statistique},
language = {fre},
number = {1-2},
pages = {103-136},
publisher = {Société française de statistique},
title = {Risque de modèle de volatilité},
url = {http://eudml.org/doc/199805},
volume = {141},
year = {2000},
}

TY - JOUR
AU - Alami, Ali
AU - Renault, Éric
TI - Risque de modèle de volatilité
JO - Journal de la société française de statistique
PY - 2000
PB - Société française de statistique
VL - 141
IS - 1-2
SP - 103
EP - 136
LA - fre
UR - http://eudml.org/doc/199805
ER -

References

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