CFM (2) CEA Saclay)

Identifiers

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Papers (2)

1. Hedged Monte-Carlo: low variance derivative pricing with objective probabilities cond-mat · 2000 · author #5
2. Correlation structure of extreme stock returns cond-mat.dis-nn · 2000 · author #5

Mentions

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Frequent Coauthors

• Jean-Philippe Bouchaud (1 2 shared papers
• Marc Potters (1) 2 shared papers
• 2) 1 shared papers
• 2) ((1) Science & Finance 1 shared papers
• Dragan Sestovic (1) ((1) Science & Finance 1 shared papers
• Pierre Cizeau (1) 1 shared papers