@article{JSFS_1998__139_1_89_0, author = {Avouyi-Dovi, Sanvi and Blais, Thierry and Keller, Stefan and Oynoyan, \'Eric}, title = {Un mod\`ele du spread {swap/OAT} 10 ans}, journal = {Journal de la Soci\'et\'e de statistique de Paris}, pages = {89--100}, publisher = {Soci\'et\'e de statistique de Paris}, volume = {139}, number = {1}, year = {1998}, language = {fr}, url = {http://archive.numdam.org/item/JSFS_1998__139_1_89_0/} }
TY - JOUR AU - Avouyi-Dovi, Sanvi AU - Blais, Thierry AU - Keller, Stefan AU - Oynoyan, Éric TI - Un modèle du spread swap/OAT 10 ans JO - Journal de la Société de statistique de Paris PY - 1998 SP - 89 EP - 100 VL - 139 IS - 1 PB - Société de statistique de Paris UR - http://archive.numdam.org/item/JSFS_1998__139_1_89_0/ LA - fr ID - JSFS_1998__139_1_89_0 ER -
%0 Journal Article %A Avouyi-Dovi, Sanvi %A Blais, Thierry %A Keller, Stefan %A Oynoyan, Éric %T Un modèle du spread swap/OAT 10 ans %J Journal de la Société de statistique de Paris %D 1998 %P 89-100 %V 139 %N 1 %I Société de statistique de Paris %U http://archive.numdam.org/item/JSFS_1998__139_1_89_0/ %G fr %F JSFS_1998__139_1_89_0
Avouyi-Dovi, Sanvi; Blais, Thierry; Keller, Stefan; Oynoyan, Éric. Un modèle du spread swap/OAT 10 ans. Journal de la Société de statistique de Paris, Econométrie financière : deuxième partie, Tome 139 (1998) no. 1, pp. 89-100. http://archive.numdam.org/item/JSFS_1998__139_1_89_0/
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