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Details about Delphine Lautier

E-mail:
Homepage:http://www.dauphine.fr/cereg/fiche_membre.php?id=137&nom=lautier
Workplace:Centre de Recherches sur la Gestion (CEREG) (Management Research Center), Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) (University of Paris 9), (more information at EDIRC)

Access statistics for papers by Delphine Lautier.

Last updated 2012-01-07. Update your information in the RePEc Author Service.

Short-id: pla469

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Working Papers

2010

  1. Statistical properties of derivatives: a journey in term structures
    Papers, arXiv.org Downloads View citations (4)

Journal Articles

2004

  1. Simple and extended Kalman filters: an application to term structures of commodity prices
    Applied Financial Economics, 2004, 14, (13), 963-973 Downloads View citations (7)

1998

  1. Les opérations de Metallgesellschaft sur les marchés à terme de produits pétroliers:spéculation ou couverture ?
    Revue Finance Contrôle Stratégie, 1998, 1, (3), 107-129 Downloads View citations (3)
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