European University Institute Library
Jurczenko, Emmanuel
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Jurczenko, Emmanuel
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Jurczenko, Emmanuel
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The approximate option pricing model, performances and dynamic properties
The approximate option pricing model, empirical performances on the French market
Multi-moment asset allocation and pricing models, edited by Emmanuel Jurczenko and Bertrand Maillet
Une application de la formule de Jarrow et Rudd aux option sur indice CAC 40
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Skewness and kurtosis implied by option prices, a second comment
The three-moment CAPM, theoretical foundations and an asset pricinc models comparison in an unified framework
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