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Modélisation de la courbe de variance et modeles à volatilité stochastique

Aly, Sidi Mohamed LU (2011)
Please use this url to cite or link to this publication:
author
opponent
  • Professor Lorenzo Bergomi, n/a
alternative title
Forward variance modeling and stochastic volatility models
publishing date
type
Thesis
publication status
published
subject
pages
171 pages
defense location
University of Paris-Est
defense date
2011-06-16 09:15
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
2016-12-30 14:01:26
@phdthesis{f2b0c77b-3038-446a-b779-66aa7d2c5e4c,
  author       = {Aly, Sidi Mohamed},
  language     = {fre},
  month        = {06},
  pages        = {171},
  title        = {Modélisation de la courbe de variance et modeles à volatilité stochastique},
  year         = {2011},
}