La théorie des valeurs extrêmes : présentation et premières applications en finance
Journal de la société française de statistique, Volume 136 (1995) no. 1, p. 77-97
@article{JSFS_1995__136_1_77_0,
     author = {Longin, Fran\c cois},
     title = {La th\'eorie des valeurs extr\^emes : pr\'esentation et premi\`eres applications en finance},
     journal = {Journal de la soci\'et\'e fran\c caise de statistique},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {136},
     number = {1},
     year = {1995},
     pages = {77-97},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1995__136_1_77_0}
}
Longin, François. La théorie des valeurs extrêmes : présentation et premières applications en finance. Journal de la société française de statistique, Volume 136 (1995) no. 1, pp. 77-97. http://www.numdam.org/item/JSFS_1995__136_1_77_0/

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