@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 de statistique de Paris}, pages = {51--68}, publisher = {Soci\'et\'e de statistique de Paris}, volume = {137}, number = {2}, year = {1996}, language = {fr}, url = {http://www.numdam.org/item/JSFS_1996__137_2_51_0/} }