Taking into account extreme events in European option pricing

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Date
2008Dewey
Economie financièreSujet
tail risk; option pricing modelsJEL code
G19Journal issue
Financial Stability ReviewNumber
12Publication date
10-2008Article pages
39-51Publisher
Banque de FranceCollections
Metadata
Show full item recordAuthor
Idier, Julien
Jardet, Caroline
Le Fol, Gaëlle
Monfort, Alain
Pegoraro, Fulvio