Application du modèle GARCH à l'évaluation des options MONEP
Journal de la Société de statistique de Paris, Tome 137 (1996) no. 2, pp. 51-68. 
@article{JSFS_1996__137_2_51_0,
     author = {Villa, Christophe},
     title = {Application du mod\`ele {GARCH} \`a l'\'evaluation des options {MONEP}},
     journal = {Journal de la Soci\'et\'e de statistique de Paris},
     pages = {51--68},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {137},
     number = {2},
     year = {1996},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1996__137_2_51_0/}
}
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Villa, Christophe. Application du modèle GARCH à l'évaluation des options MONEP. Journal de la Société de statistique de Paris, Tome 137 (1996) no. 2, pp. 51-68. http://www.numdam.org/item/JSFS_1996__137_2_51_0/

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