@phdthesis{pochart:pastel-00000704, TITLE = {{Processus multifractals en finance et valorisation d'options par minimisation de risques extr{\^e}mes.}}, AUTHOR = {Pochart, Benoit}, URL = {https://pastel.hal.science/pastel-00000704}, SCHOOL = {{Ecole Polytechnique X}}, YEAR = {2003}, MONTH = Nov, KEYWORDS = {Multifractal processes ; Scaling laws ; Long memory processes ; Options ; Black-Scholes ; Stochastic volatility ; Risk minimisation ; Transaction costs ; Processus multifractals ; Lois d'{\'e}chelle ; Processus {\`a} longue m{\'e}moire ; Minimisation de risque ; Frais de transaction}, TYPE = {Theses}, PDF = {https://pastel.hal.science/pastel-00000704/file/pochart_web.pdf}, HAL_ID = {pastel-00000704}, HAL_VERSION = {v1}, }