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Browsing « CIRPÉE - Centre interuniversitaire sur le risque, les politiques économiques et l'emploi » by Author « Gauthier, Geneviève »
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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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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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