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EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.

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https://hal-amu.archives-ouvertes.fr/hal-01833069
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 12:44:10 PM
Last modification on : Thursday, March 5, 2020 - 4:26:32 PM

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  • HAL Id : hal-01833069, version 1

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Philippe Bertrand, Jean-Luc Prigent. EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.. International Journal of finance, 2003. ⟨hal-01833069⟩

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