Travail de recherche/Working paper
Titre: |
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Auteur: | Azizieh, Céline; Breymann, Wolfgang |
Statut de publication: | Publié, 2005 |
series: | Working papers CEB, 05-009.RS |
Sujet CREF: | Economie |
Sujet JEL: | Contingent Pricing; Futures Pricing; option pricing |
General Financial Markets: Other | |
Estimation | |
Volumes/pages: | 22 p. |
Mots-clés: | stochastic cascade |
multifractal models | |
stochastic volatility | |
Langue: | Anglais |
Identificateurs: | RePEc:sol:wpaper:05-009 |