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Type de document
Institution
Collection spécifique
Langue
- Anglais (1)
Auteur
- Gruber, Peter (1)
- Trojani, Fabio (Dir.) (1)
Mot clé
- Factor models (1)
- Financial constrains (1)
- Financial crisis (1)
- Financial intermediation (1)
- Matrix jump diffusions (1)
- Option pricing (1)
- Price of the smile (1)
- Price of volatility (1)
- Stochastic volatility (1)
- Unspanned skewness (1)
- Variance swaps (1) Plus Moins