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~person:"Bellando, Raphaëlle"
~person:"Brière, Marie"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies
Brière, Marie
;
Chancari, Kamal
- In:
Revue d'économie politique
114
(
2004
)
4
,
pp. 527-555
Persistent link: https://www.econbiz.de/10002233749
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La fiabilité des informations extraites d'estimations paramétriques de densités neutres au risque
Bellando, Raphaëlle
;
Colletaz, Gilbert
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10001771592
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