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Calibrage d'options pour trois modèles mixtes diffusions et sauts

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https://hal-normandie-univ.archives-ouvertes.fr/hal-02358428
Contributor : Rivo Randrianarivony Connect in order to contact the contributor
Submitted on : Monday, November 11, 2019 - 10:32:13 PM
Last modification on : Thursday, March 31, 2022 - 5:58:02 PM

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François Quittard-Pinon, Rivo Randrianarivony. Calibrage d'options pour trois modèles mixtes diffusions et sauts. Finance, Presses universitaires de Grenoble, 2008, 29 (2), pp.103. ⟨10.3917/fina.292.0103⟩. ⟨hal-02358428⟩

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