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Browsing by Author « Simonato, Jean-Guy »
Showing results 1 to 6 of 6
| Default Risk in Corporate Yield Spreads | | Dionne, Georges; Gauthier, Geneviève; Hammami, Khemais; Maurice, Mathieu; Simonato, Jean-Guy | | Issue Date : 2005-11 |
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| Empirical Martingale Simulation for Asset Prices | | Duan, Jin-Chuan; Simonato, Jean-Guy | | Issue Date : 1995-10 |
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| Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter | | Duan, Jin-Chuan; Simonato, Jean-Guy | | Issue Date : 1995-10 |
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| Pricing Discretely Monitored Barrier Options by a Markov Chain | | Duan, Jin-Chuan; Dudley, Evan; Gauthier, Geneviève; Simonato, Jean-Guy | | Issue Date : 1999-04 |
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| A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors | | Dionne, Georges; Gauthier, Geneviève; Hammami, Khemais; Maurice, Mathieu; Simonato, Jean-Guy | | Issue Date : 2007-11 |
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| A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomics Factors | | Dionne, Georges; Gauthier, Geneviève; Hammami, Khemais; Maurice, Mathieu; Simonato, Jean-Guy | | Issue Date : 2010-11 |
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Showing results 1 to 6 of 6
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