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Browsing by Author « Simonato, Jean-Guy »
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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 4 to 6 of 6
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