Rudolf Berghammer 1AuthorPersonId : 878837
Agnieszka Rusinowska 2, 3AuthorPersonId : 16447 Employer institution: Centre National de la Recherche ScientifiqueIdHAL : arusinowskORCID : 0000-0003-3803-9907IdRef : 146997565
Harrie de Swart 4AuthorPersonId : 899711
Computer Science [cs] Quantitative Finance [q-fin] Humanities and Social Sciences / Economics and Finance
UNIV-PARIS1 | ENS-PARIS | ENPC | PSE | CNRS | EHESS | CES | PARISTECH | PSL | INRAE | PSE-POST-PRINT