EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0960-1627 |
| Author | Cont, Rama, Deguest, Romain |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 16:33 (UTC) |
| Created | May 10, 2026, 16:33 (UTC) |
| Identifier | hal-00835272 |
| Language | en |
| contributor | Laboratoire de Probabilités et Modèles Aléatoires (LPMA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Cont, Rama |
| date | 2013-07-01T00:00:00 |
| harvest_object_id | 93e6940f-eab0-4062-b3e1-0883fea6a7b5 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-09-29T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1111/j.1467-9965.2011.00503.x |
| set_spec | type:ART |