Modèles stochastiques en finance
El Karoui, Nicole1 ; Elie, Laure2
1 CMAP, Département de Mathématiques Appliquée, École polytechnique, 91128 Palaiseau cedex, France
2 Université Paris VII, 75005 Paris, France
Journées mathématiques X-UPS, Processus aléatoires de diffusion et modélisation de problèmes financiers (1992), pp. 1-36.
Publié le :
DOI : 10.5802/xups.1992-01
El Karoui, Nicole 1 ; Elie, Laure 2

1 CMAP, Département de Mathématiques Appliquée, École polytechnique, 91128 Palaiseau cedex, France
2 Université Paris VII, 75005 Paris, France 
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     title = {Mod\`eles stochastiques en finance},
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     pages = {1--36},
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El Karoui, Nicole; Elie, Laure. Modèles stochastiques en finance. Journées mathématiques X-UPS, Processus aléatoires de diffusion et modélisation de problèmes financiers (1992), pp. 1-36. doi : 10.5802/xups.1992-01. http://archive.numdam.org/articles/10.5802/xups.1992-01/

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