Statistical properties of derivatives: a journey in term structures

Delphine Lautier () and Franck Raynaud
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Delphine Lautier: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Franck Raynaud: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Keywords: Derivative markets; statistical analysis; term structures (search for similar items in EconPapers)
Date: 2011-05-13
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Citations: View citations in EconPapers (7)

Published in 28th International Affi meeting, May 2011, Montpellier, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00640915

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