Equity correlations implied by index options: Estimation and model uncertainty analysis

Mathematical Finance, Volume 23, Issue 3, pp 496-530, July 2013

Author(s) :

Rama Cont

Romain Deguest

Mathematical Finance, Volume 23, Issue 3, pp 496-530, July 2013
Type : Academic publication
Date : le 01/01/2013
Source : Mathematical Finance

See Also

Mr. Edouard Philippe, the France’s Prime Minister, on EDHEC’s Lille campus
News
- 23-02-2018
In front of over 1,300 EDHEC students, France’s Prime Minister Edouard Philippe...
TEAM FRANCE EXPORT
News
- 23-02-2018
February 23, EDHEC Business School organizes the Team France Export, in...
Assets replicating Scientific Beta’s multi-factor indices reach USD 25bn
News
- 22-02-2018
Scientific Beta, the smart beta index provider offshoot of EDHEC-Risk Institute, has...
EDHEC Named France National Champions of the KPMG International Case Competition
News
- 20-02-2018
Impact Consulting, a team of four, EDHEC M1 Business Management students, are national...