Philippe Raimbourg

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 1

Top Topics

Covariance Matrices

Top Venues

Eur. J. Oper. Res.

Publications

Philippe Raimbourg, Paul Zimmermann
Is normal backwardation normal? Valuing financial futures with a local index-rate covariance. Eur. J. Oper. Res. 298 (1) (2022)