Statistical properties of derivatives: a journey in term structures.
Year of publication: |
2011
|
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Authors: | Raynaud, Franck ; Lautier, Delphine |
Institutions: | Université Paris-Dauphine |
Subject: | Derivatives | Econophysics | Tail exponents | Term structures |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Physica A: A Statistical Mechanics and its Applications (2011) v.390, p.2009-2019 |
Classification: | G1 - General Financial Markets |
Source: |
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