Christophe Chorro

Available identifiers

Publication	Date of Publication	Type
Improving portfolios global performance using a cleaned and robust covariance matrix estimate	2022-07-12	Paper
Option valuation with IG-GARCH model and a U-shaped pricing kernel	2022-07-12	Paper
The impact of randomness on the distribution of wealth: some economic aspects of the Wright-Fisher diffusion process	2022-06-17	Paper
The contribution of intraday jumps to forecasting the density of returns	2020-05-19	Paper
A simple probabilistic approach of the yard-sale model	2016-04-22	Paper
A time series approach to option pricing. Models, methods and empirical performances	2015-01-15	Paper
Option pricing for GARCH-type models with generalized hyperbolic innovations	2014-01-24	Paper
On an extension of the Hilbertian central limit theorem to Dirichlet forms	2008-08-11	Paper
Convergence in Dirichlet law of certain stochastic integrals	2006-11-03	Paper
Error structures and parameter estimation.	2004-03-15	Paper

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