A Time Series Approach to Option Pricing
3 authors - Hardback
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Florian Ielpo is Head of Macro Research at Unigestion and associate researcher at University of Paris 1 in France. Chafic Merhy is Head of Credit Quantitative Research at Natixis Asset Management. He is also a lecturer at University Paris IX Dauphine. Guillaume Simon is Research Manager in Equity Statistical Arbitrage for Capital Fund Management.