"Calibration de modèles financiers par minimisation d'entropie ..."

Laurent Nguyen-Ngoc (2003)

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type: Book or Thesis

metadata version: 2020-07-21

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Laurent Nguyen-Ngoc:
Calibration de modèles financiers par minimisation d'entropie relative et modèles avec sauts. (Calibration of financial models by relative entropy minimization and models with jumps). École des ponts ParisTech, Champs-sur-Marne, France, 2003

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