Some topics in mathematical finance. Non-affine stochastic volatility jump diffusion models. Stochastic interest rate VaR models
Doctorat en Sciences === info:eu-repo/semantics/nonPublished
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| Format: | Doctoral Thesis |
| Language: | fr |
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Universite Libre de Bruxelles
2004
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| Online Access: | http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/211156 |