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  1. Jondeau, Eric [Author]; Jurczenko, Emmanuel [Author]; Rockinger, Michael [Author]

    Moment component analysis : an illustration with international stock markets

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    Genève: Swiss Finance Inst., 2010

    Published in: Swiss Finance Institute: Research paper series ; 2010,43

  2. Bagnarosa, Guillaume [Author] ; Corrado, Charles J. [Other]; Jurczenko, Emmanuel [Other]; Maillet, Bertrand B. [Other]

    An Implicit Martingale Restriction in a Closed-Form Higher Order Moments Option Pricing Formula Based on Multipoint Padé Approximants

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    [S.l.]: SSRN, [2018]

  3. Bagnarosa, Guillaume [Author] ; Corrado, Charles J. [Other]; Jurczenko, Emmanuel [Other]; Maillet, Bertrand B. [Other]

    An Implicit Martingale Restriction in a Closed-Form Higher Order Moments Option Pricing Formula Based on Multipoint Padé Approximants

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    [S.l.]: SSRN, [2013]

  4. Chauveau, Thierry [Author]; Friederich, Sylvain [Author]; Héricourt, Jérôme [Author]; Jurczenko, Emmanuel [Author]; Lubochinsky, Catherine [Author]; Maillet, Bertrand [Author]; Moussu, Christophe [Author]; Négréa, Bogdan [Author]; Raymond-Feingold, Hélène [Author]

    La volatilité des marchés augmente-t-elle ?

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    Published in: Revue d'économie financière ; Vol. 74, n° 1, pp. 17-44