Institution: | 1. MUREX, 8 rue Bellini, 75782 Paris cedex 16, France;2. Banque Cantonale Vaudois, Place Saint François 14, P.O. Box 300, 1001 Lausanne, Switzerland;3. Aix-Marseille University (Aix-Marseille School of Economics), CNRS & EHESS, Château La Farge, Route des Milles, 13290 Les Milles, Aix-en-Provence, France;1. Center for the Study of Finance and Insurance, Osaka University, 1-3 Machikaneyama-cho, Toyonaka, Osaka 560-8531, Japan;2. Japan Science and Technology Agency, CREST, Japan;3. Graduate School of Mathematical Sciences, University of Tokyo, 3-8-1 Komaba, Meguro-ku, Tokyo 153-8914, Japan;1. Robert H. Smith School of Business, University of Maryland, United States;2. Department of Mathematics, Imperial College London, United Kingdom;3. Faculty of Mathematics and Economics, University of Ulm, Germany;1. Price College of Business, University of Oklahoma, 307 Brooks Street, Norman, OK 73019, United States;2. William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, NY 14627, United States |