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

Philippe Bertrand 1 Jean-Luc Prigent 2
1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille
2 THEMA - Théorie économique, modélisation et applications
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https://hal-amu.archives-ouvertes.fr/hal-01833069
Contributor : Imane Mohat Connect in order to contact the contributor
Submitted on : Monday, July 9, 2018 - 12:44:10 PM
Last modification on : Tuesday, October 19, 2021 - 11:33:18 PM

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  • HAL Id : hal-01833069, version 1

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UNIV-AMU | CNRS | UNIV-CERGY | CERGAM | UNIV-TLN | THEMA-UMR8184 | CY-TECH-SM

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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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