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Browsing by Author « Gauthier, Geneviève »

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Showing results 1 to 7 of 7
Basket Options on Heterogeneous Underlying Assets
Dionne, Georges; Gauthier, Geneviève; Ouertani, Nadia
Issue Date : 2009-05

Default Risk in Corporate Yield Spreads
Dionne, Georges; Gauthier, Geneviève; Hammami, Khemais; Maurice, Mathieu; Simonato, Jean-Guy
Issue Date : 2005-11

Heterogeneous Basket Options Pricing Using Analytical Approximations
Dionne, Georges; Gauthier, Geneviève; Ouertani, Nadia; Tahani, Nabil
Issue Date : 2006-02

Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process
François, Pascal; Gauthier, Geneviève; Godin, Frédéric
Issue Date : 2012-08

Pricing Discretely Monitored Barrier Options by a Markov Chain
Duan, Jin-Chuan; Dudley, Evan; Gauthier, Geneviève; Simonato, Jean-Guy
Issue Date : 1999-04

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

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

Showing results 1 to 7 of 7

 

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