This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Strings Attached

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Jean-Philippe Bouchaud (Science & Finance, Capital Fund Management, CEA Saclay;)
Nicolas Sagna
Rama Cont (Science & Finance, Capital Fund Management)
Nicole El-Karoui
Marc Potters (Science & Finance, Capital Fund Management)

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Science & Finance, Capital Fund Management in its series Science & Finance (CFM) working paper archive with number 500049.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Jul 1998
Date of revision:
Publication status: Published in Risk Magazine, 11 (7), 56 (July 1998)
Handle: RePEc:sfi:sfiwpa:500049

Contact details of provider:
Postal: 6 boulevard Haussmann, 75009 Paris, FRANCE
Phone: +33.1.4949.5949
Fax: +33.1.4770.1740
Email:
Web page: http://www.science-finance.fr/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Marc Potters).

Related research
Keywords:

Other versions of this item:

Find related papers by JEL classification:
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jean-Philippe Bouchaud & Marc Potters, 1998. "Back to basics: historical option pricing revisited," Science & Finance (CFM) working paper archive 500036, Science & Finance, Capital Fund Management. [Downloadable!]
  2. Rama Cont, 1999. "Modeling interest rate dynamics: an infinite-dimensional approach," Quantitative Finance Papers cond-mat/9902018, arXiv.org. [Downloadable!]
Statistics
Access and download statistics

Did you know? Want to help out with this project? Look for volunteer opportunities.

This page was last updated on 2010-1-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.