Modèles stochastiques en finance
Nicole El Karoui1 ; Laure Elie2
1 CMAP, Département de Mathématiques Appliquée, École polytechnique, 91128 Palaiseau cedex, France
2 Université Paris VII, 75005 Paris, France
Journées mathématiques X-UPS (1992), pp. 1-36.
Publié le :
DOI : 10.5802/xups.1992-01
Nicole El Karoui 1 ; Laure Elie 2

1 CMAP, Département de Mathématiques Appliquée, École polytechnique, 91128 Palaiseau cedex, France
2 Université Paris VII, 75005 Paris, France 
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     title = {Mod\`eles stochastiques en finance},
     booktitle = {Processus al\'eatoires de diffusion et mod\'elisation de probl\`emes financiers},
     series = {Journ\'ees math\'ematiques X-UPS},
     pages = {1--36},
     publisher = {Les \'Editions de l{\textquoteright}\'Ecole polytechnique},
     year = {1992},
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Nicole El Karoui; Laure Elie. Modèles stochastiques en finance. Journées mathématiques X-UPS (1992), pp. 1-36. doi : 10.5802/xups.1992-01. https://proceedings.centre-mersenne.org/articles/10.5802/xups.1992-01/

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