EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY. - Archive ouverte HAL Access content directly
Journal Articles International Journal of finance Year : 2003

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

Philippe Bertrand
Centre d'Études et de Recherche en Gestion d'Aix-Marseille
Jean-Luc Prigent
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Théorie économique, modélisation et applications

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Quantitative Finance [q-fin] General Finance [q-fin.GN]

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https://hal-amu.archives-ouvertes.fr/hal-01833069

Submitted on : Monday, July 9, 2018-12:44:10 PM

Last modification on : Friday, March 24, 2023-2:53:07 PM

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hal-01833069 , version 1 (09-07-2018)

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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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