Travail de recherche/Working paper
| Titre: |
|
| 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 |
