Taking into account extreme events in European option pricing
Julien Idier; Caroline Jardet; Gae͏̈lle le Fol; Alain Monfort; Fulvio Pegoraro
Year of publication: |
2008
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Authors: | Idier, Julien ; Jardet, Caroline ; Fol, Gae͏̈lle le ; Monfort, Alain ; Pegoraro, Fulvio |
Published in: |
Financial stability review : FSR. - Paris, ISSN 1636-6964, ZDB-ID 20966830. - Vol. 12.2008, p. 39-51
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