Fields of research
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Option pricing
Financial market
Financial econometrics
Time series analysis
Probability
Statistics
Publication
- D. Guégan, F. Ielpo and H. Lalaharison : Option Pricing with Discrete Time Jump Processes, Social Science Research Network. [pdf]. To appear in the Journal of Economic Dynamics and Control.
Document de travail
- D. Guégan and H. Lalaharison. A Short Note on Option Pricing with Lévy Processes, WP 2010-78, Université Paris 1, Panthéon-Sorbonne, France [pdf].