@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/} }
TY - JOUR AU - Villa, Christophe TI - Application du modèle GARCH à l'évaluation des options MONEP JO - Journal de la Société de statistique de Paris PY - 1996 SP - 51 EP - 68 VL - 137 IS - 2 PB - Société de statistique de Paris UR - http://www.numdam.org/item/JSFS_1996__137_2_51_0/ LA - fr ID - JSFS_1996__137_2_51_0 ER -
%0 Journal Article %A Villa, Christophe %T Application du modèle GARCH à l'évaluation des options MONEP %J Journal de la Société de statistique de Paris %D 1996 %P 51-68 %V 137 %N 2 %I Société de statistique de Paris %U http://www.numdam.org/item/JSFS_1996__137_2_51_0/ %G fr %F JSFS_1996__137_2_51_0
Villa, Christophe. Application du modèle GARCH à l'évaluation des options MONEP. Journal de la Société de statistique de Paris, Volume 137 (1996) no. 2, pp. 51-68. http://www.numdam.org/item/JSFS_1996__137_2_51_0/
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