Concepedia

Thierry An�

TA

Statistics

Publications

2

Citations

25

H-Index

2

Active since

1999

Affiliations

Centre d’études et de Recherches sur l’espace Germanophone(Current)

Université Paris Dauphine-PSL

Thierry An� is an author at Centre d’études et de Recherches sur l’espace Germanophone specializing in asset pricing, business, and statistics.

Top concepts

Publications per year

1999–2001

2

Publications

2

Pricing and hedging S&P 500 index options with Hermite polynomial approximation: empirical tests of Madan and Milne's model

Thierry An� · Journal of Futures Markets · 1999 · 14 citations

, , +20

Revisiting the finite mixture of Gaussian distributions with application to futures markets

Thierry An�, Chiraz Labidi · Journal of Futures Markets · 2001 · 11 citations

, , +19

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