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Delphine Lautier


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Personal Details

First Name: Delphine
Middle Name:
Last Name: Lautier

RePEc Short-ID: pla469

Postal Address:


Centre de Recherches sur la Gestion (CEREG)
Dauphine Recherches en Management (DRM)
Université Paris-Dauphine (Paris IX)
Location: Paris, France
Phone: 01 44 05 49 30
Fax: 01 44 05 40 23
Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
Handle: RePEc:edi:crgp9fr (more details at EDIRC)


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Working papers

  1. Delphine Lautier & Franck Raynaud, 2010. "Statistical properties of derivatives: a journey in term structures," Papers 1010.6026,


  1. Delphine Lautier & Fabrice Riva, 2008. "The determinants of volatility on the American crude oil futures market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 32(2), pages 105-122, 06.
  2. Delphine Lautier & Alain Galli, 2004. "Simple and extended Kalman filters: an application to term structures of commodity prices," Applied Financial Economics, Taylor & Francis Journals, vol. 14(13), pages 963-973.
  3. Delphine Lautier, 1998. "Les opérations de Metallgesellschaft sur les marchés à terme de produits pétroliers:spéculation ou couverture ?," Revue Finance Contrôle Stratégie,, vol. 1(3), pages 107-129, September.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (1) 2010-11-06. Author is listed


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