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Browsing « CIRPÉE - Centre interuniversitaire sur le risque, les politiques économiques et l'emploi » by Author « Gauthier, Geneviève »
Showing results 1 to 6 of 6
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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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 6 of 6
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