A simple probabilistic approach of the Yard-Sale model von Chorro, Christophe

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The impact of randomness on the distribution of wealth: Some economic aspects of the Wright–Fisher diffusion process von Bouleau, Nicolas, Chorro, Christophe

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The contribution of intraday jumps to forecasting the density of returns von Chorro, Christophe, Ielpo, Florian, Sévi, Benoît

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Option valuation with IG-GARCH model and a U-shaped pricing kernel von Chorro, Christophe, Fanirisoa, Rahantamialisoa H.

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Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures von Chorro, Christophe, Fanirisoa Zazaravaka, Rahantamialisoa H

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Testing for leverage effects in the returns of US equities von Chorro, Christophe, Guégan, Dominique, Ielpo, Florian, Lalaharison, Hanjarivo

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Option pricing for GARCH-type models with generalized hyperbolic innovations von Chorro, Christophe, Guégan, Dominique, Ielpo, Florian

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Improving portfolios global performance using a cleaned and robust covariance matrix estimate von Jay, Emmanuelle, Soler, Thibault, Terreaux, Eugénie, Ovarlez, Jean-Philippe, Pascal, Frédéric, De Peretti, Philippe, Chorro, Christophe

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On an extension of the Hilbertian central limit theorem to Dirichlet forms von Chorro, Christophe

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Convergence in Dirichlet Law of Certain Stochastic Integrals von Chorro, Christophe

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Martingalized historical approach for option pricing von Chorro, C., Guégan, D., Ielpo, F.

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Error structures and parameter estimation von Bouleau, Nicolas, Chorro, Christophe

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Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems von Chorro, Christophe, Jay, Emmanuelle, de Peretti, Philippe, Soler, Thibault

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The contribution of jumps to forecasting the density of returns von Chorro, Christophe, Ielpo, Florian, Sévi, Benoît

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Error structures and parameter estimation von Bouleau, Nicolas, Chorro, Christophe

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Error structures and parameter estimation von Bouleau, Nicolas, Chorro, Christophe

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Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes von Chorro, Christophe, Guegan, Dominique, Ielpo, Florian

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