A Time Series Approach to Option Pricing

Christophe Chorro (cchorro@univ-paris1.fr), Dominique Guégan (dguegan@univ-paris1.fr) and Florian Ielpo (f.ielpo@lombardodier.com)
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Christophe Chorro: Université Paris 1 Panthéon Sorbonne Centre d'Economie de la Sorbonne
Dominique Guégan: Université Paris 1 Panthéon Sorbonne Centre d'Economie de la Sorbonne
Florian Ielpo: Lombard Odier Darier Hentsch & Cie

in Springer Books from Springer

Date: 2015
Edition: 2015
ISBN: 978-3-662-45037-6
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DOI: 10.1007/978-3-662-45037-6

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