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

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

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Keywords: Peut-on; extraire; informations; à partir; prix; options; étude; Monte-Carlo (search for similar items in EconPapers)
Date: 2000-06
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Published in 17ièmes journées internationales d'économie monétaire et bancaire, Jun 2000, Lisbonne, Portugal

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00286496

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