1. Quantitative Research Group at BNP Paribas Asset Management, Paris, France
2. Mics laboratory at CentraleSupélec, Gif-sur-Yvette, France
3. Mathematics Department, Paris Diderot University, Paris, France
4. Paris Diderot University, Paris, France
5. Laboratoire de Probabilités, Statistique et Modèlisation (LPSM), Paris, France
6. CREST (Center for Research in Economics and Statistics) – ENSAE, Palaiseau, France
7. John von Neumann Institute, Vietnam National University, Ho Chi Minh, Vietnam