Le moteur de recherche
des thèses françaises
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The Quintic Volatility Model for SPX et VIX: a 360 Tour
FR
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La soutenance a eu lieu le 16/10/2024. Le document qui a justifié du diplôme est en cours de traitement par l'établissement de soutenance.| Auteur / Autrice : | Xiaoyuan Li |
| Direction : | Bernard De meyer, Eduardo Abi jaber |
| Type : | Projet de thèse |
| Discipline(s) : | Mathematiques appliquees |
| Date : | Inscription en doctorat le 04/03/2021 Soutenance le 16/10/2024 |
| Etablissement(s) : | Paris 1 |
| Ecole(s) doctorale(s) : | Économie Panthéon-Sorbonne |
| Partenaire(s) de recherche : | Equipe de recherche : CES : Centre d'économie de la Sorbonne (UMR 8174) |
| Jury : | Président / Présidente : Gilles Pages |
| Examinateurs / Examinatrices : Bruno Dupire, Olivier Gueant, Giorgia Callegaro, Christa Cuchiero, Julien Guyon, Bernard De meyer, Eduardo Abi jaber |