Modélisation de la courbe de variance et modeles à volatilité stochastique
(2011)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/f2b0c77b-3038-446a-b779-66aa7d2c5e4c
- author
- Aly, Sidi Mohamed LU
- opponent
-
- Professor Lorenzo Bergomi, n/a
- alternative title
- Forward variance modeling and stochastic volatility models
- publishing date
- 2011-06-16
- type
- Thesis
- publication status
- published
- subject
- pages
- 171 pages
- defense location
- University of Paris-Est
- defense date
- 2011-06-16 09:15:00
- language
- French
- LU publication?
- no
- id
- f2b0c77b-3038-446a-b779-66aa7d2c5e4c
- alternative location
- https://tel.archives-ouvertes.fr/tel-00604530v2/document
- date added to LUP
- 2016-04-13 13:50:01
- date last changed
- 2018-11-21 21:22:51
@phdthesis{f2b0c77b-3038-446a-b779-66aa7d2c5e4c,
author = {{Aly, Sidi Mohamed}},
language = {{fre}},
month = {{06}},
title = {{Modélisation de la courbe de variance et modeles à volatilité stochastique}},
url = {{https://tel.archives-ouvertes.fr/tel-00604530v2/document}},
year = {{2011}},
}