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Statistical properties of derivatives : a journey in term structures

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https://halshs.archives-ouvertes.fr/halshs-00640808
Contributor : Delphine Lautier <>
Submitted on : Monday, November 14, 2011 - 12:07:08 PM
Last modification on : Wednesday, September 23, 2020 - 4:27:51 AM

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Delphine Lautier, Franck Raynaud. Statistical properties of derivatives : a journey in term structures. Physica A, Elsevier, 2011, pp.2009-2019. ⟨halshs-00640808⟩

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