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Browsing by Author « Gauthier, Geneviève »
Showing results 1 to 7 of 7
| Basket Options on Heterogeneous Underlying Assets | | Dionne, Georges; Gauthier, Geneviève; Ouertani, Nadia | | Issue Date : 2009-05 |
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| 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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| Heterogeneous Basket Options Pricing Using Analytical Approximations | | Dionne, Georges; Gauthier, Geneviève; Ouertani, Nadia; Tahani, Nabil | | Issue Date : 2006-02 |
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| Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process | | François, Pascal; Gauthier, Geneviève; Godin, Frédéric | | Issue Date : 2012-08 |
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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 7 of 7
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