Browsing DRM (UMR CNRS 7088) by Author "Jardet, Caroline"

Now showing items 1-3 of 3

Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework

Jardet, Caroline; Le Fol, Gaëlle (2010) Article accepté pour publication ou publié
How liquid are markets: an Application to Stock Markets

Le Fol, Gaëlle; Jardet, Caroline; Idier, Julien (2009) Article accepté pour publication ou publié
Taking into account extreme events in European option pricing

Idier, Julien; Jardet, Caroline; Le Fol, Gaëlle; Monfort, Alain; Pegoraro, Fulvio (2008) Article accepté pour publication ou publié