CC
Christophe Chorro
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Publications
A time series approach to option pricing: Models, Methods and Empirical PerformancesSpringer, 2015 |
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Contribution a l' économétrie financière et à l'analyse de sensibilitésProbabilités [math.PR]. Université Paris 1, 2013 |
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Robust Covariance Matrix Estimation and Portfolio Allocation: The Case of Non-Homogeneous AssetsICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), May 2020, Barcelone, Spain. pp.8449-8453, ⟨10.1109/ICASSP40776.2020.9054100⟩ |
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Error structures and parameter estimation2006 |
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