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Coupling smiles

Nicole El Karoui 1 V. Durrleman
1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires
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https://hal.archives-ouvertes.fr/hal-00708494
Contributor : Serena Benassù <>
Submitted on : Friday, June 15, 2012 - 11:04:19 AM
Last modification on : Saturday, March 28, 2020 - 2:20:36 AM

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  • HAL Id : hal-00708494, version 1

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Citation

Nicole El Karoui, V. Durrleman. Coupling smiles. Quantitative Finance, Taylor & Francis (Routledge), 2008, 8 (6), pp.573-590. ⟨hal-00708494⟩

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