Author/Creator: Chorro, Christophe - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Chorro, Christophe

1. A time series approach to option pricing : models, methods and empirical performances /: models, methods and empirical performances. ([2015])

Authors:: Chorro, Christophe; Guegan, Dominique; Ielpo, Florian
Record Type:: Book
Extent:: 1 online resource
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2. Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures. (22nd January 2021)

Authors:: Chorro, Christophe; Fanirisoa Zazaravaka, Rahantamialisoa H
Journal:: Journal of financial econometrics
Issue:: Volume 20:Number 5(2022)
Page Start:: 902
Record Type:: Journal Article
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