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Statistical properties of derivatives: a journey in term structures

Delphine Lautier 1 Franck Raynaud 1
1 DRM - Dauphine Recherches en Management
Keywords : Derivative markets statistical analysis term structures
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Conference papers
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https://halshs.archives-ouvertes.fr/halshs-00640915
Contributor : Delphine Lautier <>
Submitted on : Monday, November 14, 2011 - 2:26:09 PM
Last modification on : Wednesday, September 23, 2020 - 4:30:52 AM

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  • HAL Id : halshs-00640915, version 1

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CNRS | DRM | UNIV-DAUPHINE | DRM-DAUPHINE | PSL

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Delphine Lautier, Franck Raynaud. Statistical properties of derivatives: a journey in term structures. 28th International Affi meeting, May 2011, Montpellier, France. ⟨halshs-00640915⟩

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