Non gaussian returns: which impact on default options retirement plans?
[Distribution non gaussienne des rendements : quel impact sur les options par défaut des plans d'épargne retraite ?]
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DOI: 10.1108/RAF-01-2016-0005
Note: View the original document on HAL open archive server: https://hal.science/hal-03003588
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Citations
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Cited by:
- Luc Arrondel & Jérôme Coffinet, 2018.
"Demand For Stocks in the Crisis: France 2004-2014,"
Working Papers
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Keywords
Pension plans; CF-VaR; Default option; Mean reversion; Rearrangement procedure;All these keywords.
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