A new look at the statistical model identification, IEEE Transactions on Automatic Control, vol.19, issue.6, pp.716-723, 1974. ,
DOI : 10.1109/TAC.1974.1100705
The Pricing of Options and Corporate Liabilities, Journal of Political Economy, vol.81, issue.3, pp.637-654, 1973. ,
DOI : 10.1086/260062
Generalized autoregressive conditional heteroskedasticity, Journal of Econometrics, vol.31, issue.3, pp.637-654, 1986. ,
DOI : 10.1016/0304-4076(86)90063-1
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.161.7380
The Pricing of Contingent Claims in Discrete Time Models, The Journal of Finance, vol.31, issue.1, pp.53-68, 1979. ,
DOI : 10.1111/j.1540-6261.1979.tb02070.x
Bivariate option pricing with copulas, Applied Mathematical Finance, vol.8, issue.2, pp.69-86, 2002. ,
DOI : 10.2307/2329207
THE GARCH OPTION PRICING MODEL, Mathematical Finance, vol.6, issue.1, pp.13-32, 1995. ,
DOI : 10.1016/0304-405X(87)90009-2
Correlation and dependence in risk management: properties and pitfalls Risk Management: Value at Risk and Beyond, pp.176-223, 2002. ,
No contagion, only interdependence: Measuring stock market co-movements, J. Finance, vol.57, pp.2223-2261, 2002. ,
DOI : 10.3386/w7267
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.15.3253
Bivariate option pricing using dynamic copula models, Insurance: Mathematics and Economics, vol.37, issue.1, pp.101-114, 2005. ,
DOI : 10.1016/j.insmatheco.2005.01.008
Multivariae Models and Dependence Concepts, 1997. ,
Options on the Maximum or the Minimum of Several Assets, The Journal of Financial and Quantitative Analysis, vol.22, issue.3, pp.277-283, 1987. ,
DOI : 10.2307/2330963
THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER, The Journal of Finance, vol.24, issue.1, pp.177-186, 1978. ,
DOI : 10.1111/j.1540-6261.1978.tb03397.x
Theory of Rational Option Pricing, The Bell Journal of Economics and Management Science, vol.4, issue.1, pp.141-183, 1973. ,
DOI : 10.2307/3003143
An introduction to copulas, Lecture Notes in Statistics, vol.139, issue.139, 1999. ,
DOI : 10.1007/978-1-4757-3076-0
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*, International Economic Review, vol.8, issue.2, pp.527-556, 2006. ,
DOI : 10.1016/S0169-2070(02)00009-2
Quanto mechanics, From Black-Scholes to Black Holes: New Frontiers in Options, Risk Books, pp.147-154, 1992. ,
Semiparametric pricing of multivariate contingent claims. Working paper S-99-35, 1999. ,
The Valuation of Uncertain Income Streams and the Pricing of Options, The Bell Journal of Economics, vol.7, issue.2, pp.407-425, 1976. ,
DOI : 10.2307/3003264
Options on futures spreads: Hedging, speculation, and valuation, Journal of Futures Markets, vol.5, issue.2, pp.183-213, 1994. ,
DOI : 10.1002/fut.3990140206
Fonctions de répartitionrépartitionà n dimensions et leurs marges, pp.229-231 ,
Options on the minimum or the maximum of two risky assets, Journal of Financial Economics, vol.10, issue.2, pp.161-185, 1982. ,
DOI : 10.1016/0304-405X(82)90011-3
033e-01) -599.670 t: 9, pp.9-308 ,
036e-01) -486.515 t: 9, pp.9-247 ,
103e-01) -608.379 t: 9, pp.9-381 ,
437e-01) -834.866 t: 9, pp.9-646 ,
866 (1.193) -740.723 t: 9, pp.622-01726 ,
914 (1.000) -664.500 t: 9, pp.472-01643 ,
347e-01) -666, pp.9-435 ,
143e-01) -662.624 t: 9, pp.9-371 ,
686e-02) -544.598 t: 9, pp.9-062 ,