Application du modèle GARCH à l'évaluation des options MONEP
Journal de la société française de statistique, Tome 137 (1996) no. 2, p. 51-68
@article{JSFS_1996__137_2_51_0,
     author = {Villa, Christophe},
     title = {Application du mod\`ele GARCH \`a l'\'evaluation des options MONEP},
     journal = {Journal de la soci\'et\'e fran\c caise de statistique},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {137},
     number = {2},
     year = {1996},
     pages = {51-68},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1996__137_2_51_0}
}
Villa, Christophe. Application du modèle GARCH à l'évaluation des options MONEP. Journal de la société française de statistique, Tome 137 (1996) no. 2, pp. 51-68. http://www.numdam.org/item/JSFS_1996__137_2_51_0/

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