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Browsing « CIRANO - Centre interuniversitaire de recherche en analyse des organisations » by Author « Simonato, Jean-Guy »

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Empirical Martingale Simulation for Asset Prices
Duan, Jin-Chuan; Simonato, Jean-Guy
Issue Date : 1995-10

Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter
Duan, Jin-Chuan; Simonato, Jean-Guy
Issue Date : 1995-10

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

Showing results 1 to 3 of 3

 

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