Un modèle du spread swap/OAT 10 ans
Journal de la Société de statistique de Paris, Volume 139 (1998) no. 1, pp. 89-100.
@article{JSFS_1998__139_1_89_0,
     author = {Avouyi-Dovi, Sanvi and Blais, Thierry and Keller, Stefan and Oynoyan, \'Eric},
     title = {Un mod\`ele du spread {swap/OAT} 10 ans},
     journal = {Journal de la Soci\'et\'e de statistique de Paris},
     pages = {89--100},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {139},
     number = {1},
     year = {1998},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1998__139_1_89_0/}
}
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%A Keller, Stefan
%A Oynoyan, Éric
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Avouyi-Dovi, Sanvi; Blais, Thierry; Keller, Stefan; Oynoyan, Éric. Un modèle du spread swap/OAT 10 ans. Journal de la Société de statistique de Paris, Volume 139 (1998) no. 1, pp. 89-100. http://www.numdam.org/item/JSFS_1998__139_1_89_0/

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