Calibrage d'options pour trois modèles mixtes diffusions et sauts

François Quittard-Pinon and Rivo Randrianarivony ()
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François Quittard-Pinon: EM - EMLyon Business School
Rivo Randrianarivony: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

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Date: 2008
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Published in Finance, 2008, 29 (2), pp.103. ⟨10.3917/fina.292.0103⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02358428

DOI: 10.3917/fina.292.0103

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