Peut-on extraire des informations à partir des prix d'options? Une étude de Monte-Carlo

Raphaëlle Bellando and Gilbert Colletaz ()
Additional contact information
Gilbert Colletaz: LEO - Laboratoire d'Économie d'Orleans [UMR6586] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Keywords: Peut-on; extraire; informations; à partir; prix; options; étude; Monte-Carlo (search for similar items in EconPapers)
Date: 1999-10
References: Add references at CitEc
Citations:

Published in Journée de la Fondation Banque de France, Oct 1999, Paris, France

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00286491

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().