Items where Author is "Maillet, Bertrand"

Number of items: 3.
Working paper
  • Revisited multi-moment approximate option pricing models:a general comparison (Part 1). (2002) Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan
  • How deep was the September 2001 stock market crisis?:putting recent events on the American and French markets into perspective with an index of market shocks. (2002) Maillet, Bertrand; Michel, Thierry
  • Skewness and kurtosis implied by option prices:a second comment. (2002) Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan